+76.2%
FDX vs ENB
+58.6%
+17.5%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.5% | +1.0% | +1.3% |
| 7D | +5.2% | +3.1% | +2.1% | +3.9% |
| 30D | +11.3% | +2.1% | +9.2% | +10.3% |
| 3M | -4.1% | -4.4% | +0.3% | -2.5% |
| 6M | +9.6% | -10.1% | +19.7% | +14.0% |
| YTD | +40.9% | +5.2% | +35.7% | +36.4% |
| 1Y | +53.0% | +4.2% | +48.8% | +48.6% |
| 3Y | +74.1% | +70.1% | +4.0% | +30.3% |
| All | +76.2% | +58.6% | +17.5% | +41.4% |
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