+69.4%
ENB vs FLR
+245.1%
-175.7%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.2% | +2.5% | -0.3% |
| 7D | -0.3% | -3.1% | +2.8% | 0.0% |
| 30D | -1.1% | +4.9% | -6.0% | -1.6% |
| 3M | -8.5% | +10.8% | -19.3% | -9.8% |
| 6M | -4.5% | +19.7% | -24.2% | -7.2% |
| YTD | +9.1% | +38.4% | -29.3% | +3.9% |
| 1Y | +8.0% | +34.7% | -26.7% | +2.7% |
| 3Y | +77.8% | +56.7% | +21.2% | +56.1% |
| 5Y | +69.4% | +241.6% | -172.3% | +26.5% |
| All | +69.4% | +245.1% | -175.7% | +26.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling