-7.0%
FXI vs ENTG
+15.6%
-22.6%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.9% | +3.4% | +0.2% |
| 7D | -2.8% | +5.1% | -7.9% | -3.8% |
| 30D | -3.7% | -8.5% | +4.9% | -2.3% |
| 3M | -0.4% | +6.7% | -7.1% | -4.6% |
| 6M | -5.4% | +17.7% | -23.2% | -12.3% |
| YTD | -9.6% | +63.5% | -73.1% | -23.2% |
| 1Y | -11.9% | +73.6% | -85.5% | -27.0% |
| 3Y | +37.8% | +44.6% | -6.7% | +13.8% |
| 5Y | -7.0% | +16.1% | -23.2% | -20.8% |
| All | -7.0% | +15.6% | -22.6% | -20.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling