+2,054.3%
FLUT vs ENB
+1,891.2%
+163.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.9% | -1.3% | -2.1% |
| 7D | -1.6% | -0.2% | -1.4% | -1.6% |
| 30D | +7.7% | -2.2% | +10.0% | +7.9% |
| 3M | -0.7% | -10.5% | +9.8% | +0.2% |
| 6M | -11.2% | -5.1% | -6.1% | -10.8% |
| YTD | -53.4% | +9.0% | -62.4% | -53.9% |
| 1Y | -65.8% | +8.2% | -74.0% | -66.1% |
| 3Y | -44.9% | +67.8% | -112.7% | -47.7% |
| 5Y | -49.7% | +69.4% | -119.1% | -52.2% |
| 10Y | -9.7% | +117.5% | -127.2% | -15.2% |
| All | +2,054.3% | +1,891.2% | +163.1% | +1,594.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling