-9.1%
FXI vs ENTG
+3.6%
-12.6%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.6% | -1.2% |
| 7D | -4.2% | +22.8% | -27.0% | -7.9% |
| 30D | -2.0% | -4.9% | +2.9% | -2.0% |
| 3M | -5.0% | -4.8% | -0.1% | -5.5% |
| 6M | -9.6% | +5.6% | -15.2% | -14.2% |
| YTD | -11.9% | +82.4% | -94.3% | -27.6% |
| 1Y | -16.7% | +82.9% | -99.5% | -31.9% |
| 3Y | +40.6% | +62.1% | -21.5% | +12.2% |
| 5Y | -9.1% | +4.3% | -13.4% | -23.0% |
| All | -9.1% | +3.6% | -12.6% | -23.0% |
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