+3,916.3%
FDX vs ENB
+11,039.2%
-7,122.8%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.5% | -0.2% | -2.0% |
| 7D | -1.6% | -5.2% | +3.6% | -0.1% |
| 30D | +6.6% | +2.2% | +4.4% | +5.9% |
| 3M | -2.1% | -8.1% | +6.0% | +0.3% |
| 6M | +2.2% | -11.2% | +13.3% | +5.5% |
| YTD | +33.9% | +2.0% | +31.9% | +32.5% |
| 1Y | +50.2% | +4.1% | +46.2% | +47.7% |
| 3Y | +65.5% | +64.7% | +0.8% | +41.2% |
| 5Y | +74.1% | +46.6% | +27.5% | +53.2% |
| 10Y | +156.7% | +102.7% | +54.0% | +101.2% |
| All | +3,916.3% | +11,039.2% | -7,122.8% | +1,853.3% |
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