+2,355.1%
ENB vs FLR
+603.8%
+1,751.3%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.3% | +1.5% | -0.4% |
| 7D | -0.2% | +5.4% | -5.6% | -1.2% |
| 30D | -2.2% | +11.4% | -13.6% | -4.5% |
| 3M | -10.5% | +11.4% | -21.9% | -13.0% |
| 6M | -5.1% | +16.6% | -21.7% | -9.1% |
| YTD | +9.0% | +41.7% | -32.8% | +0.3% |
| 1Y | +8.2% | +35.4% | -27.2% | -0.1% |
| 3Y | +67.8% | +57.3% | +10.4% | +43.9% |
| 5Y | +69.4% | +241.0% | -171.6% | +21.7% |
| 10Y | +117.5% | +16.6% | +100.9% | +63.3% |
| All | +2,355.1% | +603.8% | +1,751.3% | +1,373.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling