+193.5%
EMR vs FOXA
+99.6%
+93.9%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.1% | -4.1% | -1.5% |
| 7D | +2.8% | +2.7% | +0.2% | +1.8% |
| 30D | +3.7% | +10.0% | -6.3% | -0.3% |
| 3M | +2.0% | +5.0% | -3.0% | -0.5% |
| 6M | +22.1% | +3.4% | +18.7% | +17.7% |
| YTD | +27.2% | -5.5% | +32.7% | +26.7% |
| 1Y | +32.0% | +5.5% | +26.5% | +25.2% |
| 3Y | +103.3% | +139.3% | -36.0% | +32.8% |
| 5Y | +88.2% | +77.2% | +11.0% | +37.8% |
| All | +193.5% | +99.6% | +93.9% | +68.3% |
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