+67.1%
FDX vs ENB
+69.5%
-2.4%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.2% |
| 7D | -2.5% | -0.2% | -2.3% | -2.4% |
| 30D | +3.8% | -2.2% | +6.0% | +4.7% |
| 3M | -1.3% | -10.5% | +9.2% | +2.9% |
| 6M | +5.0% | -5.1% | +10.1% | +6.7% |
| YTD | +39.6% | +9.0% | +30.7% | +33.7% |
| 1Y | +81.1% | +8.2% | +72.9% | +73.7% |
| 3Y | +63.0% | +67.8% | -4.7% | +25.1% |
| All | +67.1% | +69.5% | -2.4% | +29.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling