+4,087.3%
FDX vs ENB
+11,799.4%
-7,712.0%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.3% |
| 7D | -2.5% | -0.2% | -2.3% | -2.5% |
| 30D | +3.8% | -2.2% | +6.0% | +4.5% |
| 3M | -1.3% | -10.5% | +9.2% | +1.9% |
| 6M | +5.0% | -5.1% | +10.1% | +6.4% |
| YTD | +39.6% | +9.0% | +30.7% | +35.6% |
| 1Y | +81.1% | +8.2% | +72.9% | +76.1% |
| 3Y | +63.0% | +67.8% | -4.7% | +38.2% |
| 5Y | +65.6% | +69.4% | -3.8% | +39.7% |
| 10Y | +183.4% | +117.5% | +65.8% | +117.4% |
| All | +4,087.3% | +11,799.4% | -7,712.0% | +1,898.3% |
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