+1,664.3%
FLUT vs ENB
+1,784.2%
-119.9%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.7% | +0.3% |
| 7D | -6.5% | -3.7% | -2.8% | -6.2% |
| 30D | +2.8% | +1.7% | +1.1% | +2.6% |
| 3M | -13.5% | -6.3% | -7.2% | -13.0% |
| 6M | -19.0% | -9.2% | -9.8% | -18.3% |
| YTD | -61.9% | +3.1% | -65.0% | -62.1% |
| 1Y | -63.2% | +3.4% | -66.6% | -63.4% |
| 3Y | -46.0% | +68.9% | -115.0% | -48.8% |
| 5Y | -51.8% | +51.7% | -103.5% | -53.8% |
| 10Y | -26.1% | +98.3% | -124.4% | -30.0% |
| All | +1,664.3% | +1,784.2% | -119.9% | +1,294.0% |
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 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