+93.0%
FOXA vs ENB
+61.9%
+31.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -3.8% | +5.9% | +3.4% |
| 7D | -3.7% | -4.6% | +0.8% | -2.2% |
| 30D | +5.4% | -5.2% | +10.6% | +7.2% |
| 3M | -3.7% | -13.4% | +9.7% | +1.1% |
| 6M | +12.6% | -7.8% | +20.4% | +15.1% |
| YTD | -10.0% | +4.9% | -14.9% | -13.0% |
| 1Y | +15.0% | +3.2% | +11.8% | +11.9% |
| 3Y | +115.1% | +71.0% | +44.1% | +64.3% |
| 5Y | +93.0% | +64.0% | +29.0% | +47.2% |
| All | +93.0% | +61.9% | +31.1% | +47.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling