+58.6%
ENB vs FLR
+121.2%
-62.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.2% | +2.6% | +0.6% |
| 7D | 0.0% | +10.1% | -10.1% | -0.9% |
| 30D | +1.4% | -0.5% | +1.8% | +1.3% |
| 3M | -5.2% | -4.8% | -0.4% | -4.9% |
| 6M | -9.9% | +10.7% | -20.6% | -11.5% |
| YTD | +4.7% | +25.0% | -20.3% | +0.6% |
| 1Y | +2.8% | +8.3% | -5.5% | +0.5% |
| 3Y | +71.3% | +36.8% | +34.5% | +53.1% |
| 5Y | +58.6% | +121.8% | -63.2% | +26.4% |
| All | +58.6% | +121.2% | -62.6% | +26.4% |
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