+90.4%
ENB vs FLR
+18.3%
+72.1%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.3% | -1.5% | -3.5% |
| 7D | -4.6% | -6.9% | +2.3% | -3.6% |
| 30D | -5.2% | +1.1% | -6.3% | -5.4% |
| 3M | -13.4% | +14.3% | -27.7% | -15.6% |
| 6M | -7.8% | +19.1% | -26.9% | -11.2% |
| YTD | +4.9% | +35.1% | -30.2% | -1.2% |
| 1Y | +3.2% | +29.5% | -26.2% | -2.6% |
| 3Y | +71.0% | +53.0% | +18.0% | +51.2% |
| 5Y | +64.0% | +238.9% | -174.9% | +24.7% |
| All | +90.4% | +18.3% | +72.1% | +44.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded FLR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling