+1,060.6%
FLEX vs ENB
+103.5%
+957.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.8% | +3.6% | +4.0% |
| 7D | +7.0% | -0.5% | +7.4% | +7.3% |
| 30D | -5.8% | -0.2% | -5.6% | -5.8% |
| 3M | -24.2% | -7.5% | -16.7% | -21.5% |
| 6M | +90.8% | -4.1% | +94.9% | +92.9% |
| YTD | +89.2% | +9.8% | +79.4% | +76.5% |
| 1Y | +104.7% | +8.7% | +96.0% | +91.6% |
| 3Y | +478.1% | +79.0% | +399.1% | +297.5% |
| 5Y | +726.2% | +69.1% | +657.1% | +486.1% |
| 10Y | +1,060.6% | +96.5% | +964.1% | +595.0% |
| All | +1,060.6% | +103.5% | +957.1% | +595.0% |
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