-2.8%
FXI vs ENB
+52.8%
-55.6%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.5% | -1.0% |
| 7D | +3.7% | -2.4% | +6.1% | +4.6% |
| 30D | +0.5% | +2.5% | -2.0% | -0.6% |
| 3M | -5.7% | -5.8% | +0.1% | -3.6% |
| 6M | -6.9% | -8.5% | +1.6% | -4.1% |
| YTD | -9.5% | +3.9% | -13.3% | -12.4% |
| 1Y | -14.0% | +3.7% | -17.7% | -16.8% |
| 3Y | +44.5% | +70.1% | -25.5% | +7.2% |
| 5Y | -2.8% | +53.2% | -56.0% | -25.9% |
| All | -2.8% | +52.8% | -55.6% | -25.9% |
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