+103.3%
EMR vs FOXA
+136.9%
-33.6%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.1% | -4.1% | -0.8% |
| 7D | +2.8% | +2.7% | +0.2% | +2.3% |
| 30D | +3.7% | +10.0% | -6.3% | +1.6% |
| 3M | +2.0% | +5.0% | -3.0% | +0.7% |
| 6M | +22.1% | +3.4% | +18.7% | +20.6% |
| YTD | +27.2% | -5.5% | +32.7% | +29.3% |
| 1Y | +32.0% | +5.5% | +26.5% | +28.6% |
| 3Y | +103.3% | +139.3% | -36.0% | +66.7% |
| All | +103.3% | +136.9% | -33.6% | +66.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling