-9.2%
FLUT vs ENB
+99.6%
-108.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.2% | +0.5% |
| 7D | +3.8% | -0.5% | +4.3% | +3.9% |
| 30D | +6.3% | -0.2% | +6.5% | +6.3% |
| 3M | -4.0% | -7.5% | +3.5% | -3.2% |
| 6M | -10.3% | -4.1% | -6.2% | -9.9% |
| YTD | -53.2% | +9.8% | -63.0% | -53.9% |
| 1Y | -65.0% | +8.7% | -73.7% | -65.5% |
| 3Y | -43.9% | +79.0% | -122.9% | -48.2% |
| 5Y | -49.2% | +69.1% | -118.3% | -52.6% |
| All | -9.2% | +99.6% | -108.8% | -12.5% |
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 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