+113.5%
ENB vs FLR
+7.4%
+106.1%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.6% | +0.7% |
| 7D | +3.1% | +5.4% | -2.3% | +2.3% |
| 30D | +2.1% | +2.8% | -0.7% | +1.6% |
| 3M | -4.4% | -6.4% | +2.0% | -3.8% |
| 6M | -10.1% | +8.8% | -18.8% | -12.1% |
| YTD | +5.2% | +23.6% | -18.4% | 0.0% |
| 1Y | +4.2% | +13.8% | -9.6% | +0.3% |
| 3Y | +70.1% | +36.5% | +33.6% | +52.6% |
| 5Y | +59.4% | +119.3% | -60.0% | +29.5% |
| All | +113.5% | +7.4% | +106.1% | +66.6% |
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