+221.8%
FXI vs ENTG
+1,558.6%
-1,336.8%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +6.2% | -4.6% | -0.1% |
| 7D | +1.0% | +2.8% | -1.8% | +0.2% |
| 30D | -0.6% | -4.7% | +4.1% | +0.1% |
| 3M | +1.9% | -0.7% | +2.6% | -1.8% |
| 6M | -0.2% | +7.7% | -7.9% | -7.1% |
| YTD | -5.6% | +65.1% | -70.7% | -22.9% |
| 1Y | -4.7% | +74.8% | -79.5% | -24.5% |
| 3Y | +38.0% | +36.9% | +1.1% | +10.9% |
| 5Y | -2.7% | +16.1% | -18.8% | -23.1% |
| 10Y | +19.9% | +740.3% | -720.4% | -51.0% |
| All | +221.8% | +1,558.6% | -1,336.8% | -5.8% |
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 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