+1,108.0%
FDX vs ENTG
+1,131.8%
-23.8%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.6% | -5.3% | -3.3% |
| 7D | -1.6% | -17.1% | +15.5% | +2.3% |
| 30D | +6.6% | -23.0% | +29.6% | +12.0% |
| 3M | -2.1% | -10.2% | +8.2% | -1.4% |
| 6M | +2.2% | -17.8% | +19.9% | +2.5% |
| YTD | +33.9% | +52.4% | -18.4% | +15.0% |
| 1Y | +50.2% | +49.8% | +0.4% | +28.9% |
| 3Y | +65.5% | +42.1% | +23.4% | +37.9% |
| 5Y | +74.1% | -10.2% | +84.3% | +54.4% |
| 10Y | +156.7% | +756.0% | -599.3% | +36.3% |
| All | +1,108.0% | +1,131.8% | -23.8% | +318.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ENTG.
Daily Out/Under-Performance
Portfolio return minus ENTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENTG 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 ENTG 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