-6.6%
FXI vs ENB
+68.4%
-75.0%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.6% | -1.0% |
| 7D | -2.8% | -0.3% | -2.5% | -2.7% |
| 30D | -5.3% | -1.1% | -4.2% | -5.0% |
| 3M | +0.3% | -8.5% | +8.8% | +3.7% |
| 6M | -4.6% | -4.5% | 0.0% | -3.3% |
| YTD | -9.1% | +9.1% | -18.2% | -13.6% |
| 1Y | -12.0% | +8.0% | -19.9% | -16.0% |
| 3Y | +38.6% | +77.8% | -39.2% | +1.6% |
| 5Y | -6.6% | +69.4% | -75.9% | -32.2% |
| All | -6.6% | +68.4% | -75.0% | -32.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling