+40.5%
FXI vs ENB
+79.6%
-39.1%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.8% | -3.2% | -2.7% |
| 7D | -1.0% | -0.5% | -0.5% | -0.8% |
| 30D | -3.2% | -0.2% | -3.0% | -3.2% |
| 3M | +1.7% | -7.5% | +9.2% | +3.8% |
| 6M | -1.6% | -4.1% | +2.6% | -0.8% |
| YTD | -7.9% | +9.8% | -17.7% | -12.0% |
| 1Y | -9.6% | +8.7% | -18.3% | -13.3% |
| 3Y | +40.5% | +79.0% | -38.5% | +5.3% |
| All | +40.5% | +79.6% | -39.1% | +5.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling