+90.8%
FOXA vs ENB
+120.2%
-29.3%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.9% | -2.5% | -3.0% |
| 7D | -4.0% | -0.2% | -3.7% | -3.9% |
| 30D | +12.0% | -2.2% | +14.2% | +13.0% |
| 3M | +0.3% | -10.5% | +10.8% | +5.1% |
| 6M | +12.5% | -5.1% | +17.5% | +14.4% |
| YTD | -9.6% | +9.0% | -18.6% | -14.2% |
| 1Y | +8.6% | +8.2% | +0.4% | +3.3% |
| 3Y | +118.5% | +67.8% | +50.8% | +65.9% |
| 5Y | +88.8% | +69.4% | +19.4% | +40.8% |
| All | +90.8% | +120.2% | -29.3% | +22.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling