-25.6%
FLUT vs ENB
+99.3%
-124.8%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.1% | +0.5% |
| 7D | -1.5% | -2.4% | +0.9% | -1.2% |
| 30D | +3.4% | +2.5% | +0.9% | +3.1% |
| 3M | -12.5% | -5.8% | -6.7% | -11.9% |
| 6M | -18.5% | -8.5% | -10.0% | -17.7% |
| YTD | -61.6% | +3.9% | -65.5% | -62.0% |
| 1Y | -64.1% | +3.7% | -67.8% | -64.4% |
| 3Y | -44.5% | +70.1% | -114.5% | -48.5% |
| 5Y | -51.3% | +53.2% | -104.5% | -54.2% |
| 10Y | -25.6% | +100.2% | -125.8% | -28.2% |
| All | -25.6% | +99.3% | -124.8% | -28.2% |
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