+92.4%
FOXA vs ENB
+109.9%
-17.6%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.0% | +2.1% | +1.6% |
| 7D | +0.8% | -4.7% | +5.4% | +2.8% |
| 30D | +5.0% | -5.9% | +10.9% | +7.8% |
| 3M | -3.0% | -14.2% | +11.2% | +3.5% |
| 6M | +14.8% | -8.6% | +23.4% | +18.6% |
| YTD | -8.9% | +3.9% | -12.8% | -11.8% |
| 1Y | +13.3% | +1.8% | +11.5% | +10.8% |
| 3Y | +115.4% | +68.5% | +46.9% | +62.8% |
| 5Y | +95.3% | +62.4% | +32.8% | +48.2% |
| All | +92.4% | +109.9% | -17.6% | +26.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ENB.
Daily Out/Under-Performance
Portfolio return minus ENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENB 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 10y: compounded portfolio wealth divided by compounded ENB 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…
10y analysis · Full analysis span regression · 6 months rolling