+7,917.6%
FLEX vs ENB
+8,478.6%
-560.9%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.9% | +2.4% | +1.9% |
| 7D | -0.9% | -0.2% | -0.7% | -0.8% |
| 30D | -10.1% | -2.2% | -7.9% | -9.3% |
| 3M | -31.3% | -10.5% | -20.8% | -28.3% |
| 6M | +71.3% | -5.1% | +76.3% | +73.7% |
| YTD | +81.2% | +9.0% | +72.3% | +72.6% |
| 1Y | +98.5% | +8.2% | +90.3% | +89.2% |
| 3Y | +428.2% | +67.8% | +360.5% | +310.6% |
| 5Y | +657.3% | +69.4% | +587.9% | +486.8% |
| 10Y | +995.9% | +117.5% | +878.4% | +644.2% |
| All | +7,917.6% | +8,478.6% | -560.9% | +2,843.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling