+19.2%
FXI vs ENB
+109.5%
-90.3%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | -0.2% |
| 7D | -4.2% | +3.1% | -7.3% | -5.3% |
| 30D | -1.1% | +2.1% | -3.2% | -1.9% |
| 3M | -4.0% | -4.4% | +0.5% | -2.6% |
| 6M | -11.8% | -10.1% | -1.8% | -8.9% |
| YTD | -11.9% | +5.2% | -17.1% | -14.3% |
| 1Y | -16.1% | +4.2% | -20.4% | -18.2% |
| 3Y | +38.8% | +70.1% | -31.3% | +12.0% |
| 5Y | -9.1% | +59.4% | -68.5% | -25.1% |
| All | +19.2% | +109.5% | -90.3% | -15.3% |
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