+90.7%
EEM vs FOXA
+90.3%
+0.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.3% |
| 7D | +3.1% | -0.6% | +3.7% | +3.2% |
| 30D | +4.9% | +2.3% | +2.5% | +4.2% |
| 3M | +5.2% | -2.8% | +8.1% | +5.0% |
| 6M | +20.7% | +9.6% | +11.1% | +16.7% |
| YTD | +26.5% | -9.9% | +36.4% | +28.0% |
| 1Y | +37.8% | +5.4% | +32.5% | +33.6% |
| 3Y | +91.0% | +115.3% | -24.3% | +51.1% |
| 5Y | +47.0% | +93.1% | -46.0% | +18.0% |
| All | +90.7% | +90.3% | +0.4% | +37.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FOXA.
Daily Out/Under-Performance
Portfolio return minus FOXA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FOXA 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 FOXA 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