+204.2%
FXI vs ENB
+1,122.3%
-918.1%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.3% | -1.7% | -1.6% |
| 7D | -1.9% | -1.8% | -0.2% | -1.0% |
| 30D | -0.6% | +2.0% | -2.7% | -1.9% |
| 3M | -4.9% | -5.8% | +0.9% | -2.1% |
| 6M | -8.8% | -9.7% | +0.9% | -4.4% |
| YTD | -10.7% | +4.2% | -15.0% | -14.0% |
| 1Y | -15.2% | +3.2% | -18.5% | -17.9% |
| 3Y | +42.5% | +70.6% | -28.1% | +3.0% |
| 5Y | -7.8% | +55.1% | -63.0% | -30.7% |
| 10Y | +20.0% | +107.6% | -87.6% | -31.2% |
| All | +204.2% | +1,122.3% | -918.1% | -44.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling