-11.9%
FXI vs ENTG
+69.7%
-81.6%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.9% | +3.4% | -0.2% |
| 7D | -2.8% | +5.1% | -7.9% | -3.2% |
| 30D | -3.7% | -8.5% | +4.9% | -3.1% |
| 3M | -0.4% | +6.7% | -7.1% | -3.4% |
| 6M | -5.4% | +17.7% | -23.2% | -10.4% |
| YTD | -9.6% | +63.5% | -73.1% | -19.5% |
| 1Y | -11.9% | +73.6% | -85.5% | -20.9% |
| All | -11.9% | +69.7% | -81.6% | -20.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling