-66.0%
FLUT vs ENB
+8.3%
-74.3%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -1.5% |
| 7D | -2.6% | -0.3% | -2.3% | -2.7% |
| 30D | +5.4% | -1.1% | +6.4% | +5.1% |
| 3M | -10.8% | -8.5% | -2.3% | -12.8% |
| 6M | -9.2% | -4.5% | -4.7% | -9.8% |
| YTD | -53.8% | +9.1% | -62.9% | -51.6% |
| 1Y | -66.0% | +8.0% | -73.9% | -65.0% |
| All | -66.0% | +8.3% | -74.3% | -65.0% |
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