+19.2%
FXI vs ENB
+108.4%
-89.3%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.4% | -1.7% | -1.4% |
| 7D | -4.2% | 0.0% | -4.2% | -4.2% |
| 30D | -2.0% | +1.4% | -3.4% | -2.6% |
| 3M | -5.0% | -5.2% | +0.2% | -3.3% |
| 6M | -9.6% | -9.9% | +0.3% | -6.6% |
| YTD | -11.9% | +4.7% | -16.6% | -14.2% |
| 1Y | -16.7% | +2.8% | -19.4% | -18.3% |
| 3Y | +40.6% | +71.3% | -30.7% | +13.2% |
| 5Y | -9.1% | +58.6% | -67.7% | -25.0% |
| All | +19.2% | +108.4% | -89.3% | -15.2% |
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 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