+149.8%
FDX vs ENB
+108.4%
+41.3%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.4% | -1.2% |
| 7D | +0.8% | 0.0% | +0.8% | +0.8% |
| 30D | +9.9% | +1.4% | +8.5% | +9.2% |
| 3M | -1.9% | -5.2% | +3.3% | +0.3% |
| 6M | +6.1% | -9.9% | +16.0% | +10.6% |
| YTD | +38.8% | +4.7% | +34.1% | +34.8% |
| 1Y | +50.0% | +2.8% | +47.2% | +46.8% |
| 3Y | +71.0% | +71.3% | -0.3% | +30.6% |
| 5Y | +72.5% | +58.6% | +13.9% | +35.7% |
| All | +149.8% | +108.4% | +41.3% | +65.2% |
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 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