-63.2%
FLUT vs ENB
+9.4%
-72.6%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.3% | -2.0% | -2.4% |
| 7D | +4.2% | +0.5% | +3.7% | +4.2% |
| 30D | +8.0% | +6.0% | +2.1% | +9.1% |
| 3M | -22.1% | -7.4% | -14.7% | -23.4% |
| 6M | -21.7% | -8.5% | -13.2% | -22.9% |
| YTD | -62.0% | +6.1% | -68.1% | -60.8% |
| 1Y | -63.2% | +9.4% | -72.6% | -63.9% |
| All | -63.2% | +9.4% | -72.6% | -63.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling