+4,029.2%
FDX vs ENB
+11,329.0%
-7,299.8%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.4% | -2.5% | -3.4% |
| 7D | +2.9% | -2.4% | +5.3% | +3.7% |
| 30D | +9.6% | +3.4% | +6.2% | +8.5% |
| 3M | +2.4% | -6.1% | +8.5% | +4.2% |
| 6M | +9.2% | -10.0% | +19.3% | +12.4% |
| YTD | +37.7% | +4.7% | +33.1% | +35.2% |
| 1Y | +56.1% | +7.5% | +48.6% | +52.0% |
| 3Y | +68.9% | +69.1% | -0.2% | +42.9% |
| 5Y | +79.0% | +50.4% | +28.6% | +56.3% |
| 10Y | +163.9% | +108.0% | +55.9% | +105.2% |
| All | +4,029.2% | +11,329.0% | -7,299.8% | +1,892.8% |
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 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