+14.2%
FXI vs ENTG
+778.5%
-764.3%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.9% | +3.4% | +0.4% |
| 7D | -2.8% | +5.1% | -7.9% | -4.0% |
| 30D | -3.7% | -8.5% | +4.9% | -2.1% |
| 3M | -0.4% | +6.7% | -7.1% | -5.3% |
| 6M | -5.4% | +17.7% | -23.2% | -13.4% |
| YTD | -9.6% | +63.5% | -73.1% | -25.0% |
| 1Y | -11.9% | +73.6% | -85.5% | -29.1% |
| 3Y | +37.8% | +44.6% | -6.7% | +10.4% |
| 5Y | -7.0% | +16.1% | -23.2% | -25.3% |
| All | +14.2% | +778.5% | -764.3% | -51.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling