+200.3%
FXI vs ENTG
+1,663.4%
-1,463.2%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.8% | +3.8% | +1.0% |
| 7D | -4.2% | +15.2% | -19.4% | -8.2% |
| 30D | -1.1% | -3.6% | +2.5% | -1.7% |
| 3M | -4.0% | -10.0% | +6.0% | -3.6% |
| 6M | -11.8% | +1.8% | -13.6% | -17.4% |
| YTD | -11.9% | +75.5% | -87.4% | -30.7% |
| 1Y | -16.1% | +82.4% | -98.5% | -35.1% |
| 3Y | +38.8% | +58.5% | -19.7% | +5.0% |
| 5Y | -9.1% | +0.4% | -9.4% | -26.2% |
| 10Y | +18.4% | +759.6% | -741.2% | -52.8% |
| All | +200.3% | +1,663.4% | -1,463.2% | -15.4% |
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