+70.2%
FDX vs ENB
+68.0%
+2.2%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.4% | -2.5% | -3.5% |
| 7D | +2.9% | -2.4% | +5.3% | +3.6% |
| 30D | +9.6% | +3.4% | +6.2% | +8.6% |
| 3M | +2.4% | -6.1% | +8.5% | +4.0% |
| 6M | +9.2% | -10.0% | +19.3% | +12.1% |
| YTD | +37.7% | +4.7% | +33.1% | +34.6% |
| 1Y | +56.1% | +7.5% | +48.6% | +51.1% |
| All | +70.2% | +68.0% | +2.2% | +28.8% |
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