+424.8%
FLEX vs ENB
+58.6%
+366.1%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.5% | -4.5% | -4.2% |
| 7D | +7.5% | +3.1% | +4.3% | +6.2% |
| 30D | -25.3% | +2.1% | -27.4% | -25.9% |
| 3M | -39.7% | -4.4% | -35.2% | -38.6% |
| 6M | -47.9% | -10.1% | -37.8% | -46.0% |
| YTD | +24.1% | +5.2% | +18.9% | +18.0% |
| 1Y | +26.0% | +4.2% | +21.7% | +20.2% |
| 3Y | +282.7% | +70.1% | +212.6% | +167.5% |
| All | +424.8% | +58.6% | +366.1% | +296.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling