+14.2%
FXI vs ENB
+94.4%
-80.2%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.8% | +3.3% | +0.8% |
| 7D | -2.8% | -4.6% | +1.8% | -1.2% |
| 30D | -3.7% | -5.2% | +1.5% | -1.9% |
| 3M | -0.4% | -13.4% | +13.0% | +4.6% |
| 6M | -5.4% | -7.8% | +2.4% | -3.1% |
| YTD | -9.6% | +4.9% | -14.5% | -11.9% |
| 1Y | -11.9% | +3.2% | -15.2% | -13.7% |
| 3Y | +37.8% | +71.0% | -33.1% | +10.9% |
| 5Y | -7.0% | +64.0% | -71.0% | -24.3% |
| All | +14.2% | +94.4% | -80.2% | -15.1% |
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