-46.0%
FLUT vs ENB
+67.2%
-113.2%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.7% | +0.3% |
| 7D | -6.5% | -3.7% | -2.8% | -6.3% |
| 30D | +2.8% | +1.7% | +1.1% | +2.6% |
| 3M | -13.5% | -6.3% | -7.2% | -13.2% |
| 6M | -19.0% | -9.2% | -9.8% | -18.6% |
| YTD | -61.9% | +3.1% | -65.0% | -62.4% |
| 1Y | -63.2% | +3.4% | -66.6% | -63.7% |
| 3Y | -46.0% | +68.9% | -115.0% | -52.7% |
| All | -46.0% | +67.2% | -113.2% | -52.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling