+565.2%
FLEX vs ENB
+100.6%
+464.6%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -2.5% | +7.1% | +5.9% |
| 7D | -19.3% | -5.2% | -14.1% | -17.0% |
| 30D | -41.5% | +2.2% | -43.7% | -42.3% |
| 3M | -43.1% | -8.1% | -35.1% | -40.7% |
| 6M | -48.2% | -11.2% | -37.0% | -45.5% |
| YTD | +15.5% | +2.0% | +13.5% | +11.7% |
| 1Y | +10.2% | +4.1% | +6.2% | +5.3% |
| 3Y | +256.8% | +64.7% | +192.1% | +156.0% |
| 5Y | +408.2% | +46.6% | +361.6% | +288.6% |
| All | +565.2% | +100.6% | +464.6% | +300.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ENB.
Daily Out/Under-Performance
Portfolio return minus ENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENB 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 ENB 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