+48.4%
EW vs FOXA
+90.1%
-41.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.1% | -1.4% | +0.2% |
| 7D | -3.4% | -3.7% | +0.4% | -2.5% |
| 30D | -7.4% | +5.4% | -12.7% | -8.6% |
| 3M | +0.9% | -3.7% | +4.6% | +1.0% |
| 6M | +1.2% | +12.6% | -11.4% | -3.2% |
| YTD | +1.8% | -10.0% | +11.7% | +3.1% |
| 1Y | +10.8% | +15.0% | -4.2% | +4.9% |
| 3Y | +17.1% | +115.1% | -98.0% | -7.9% |
| 5Y | -28.2% | +93.0% | -121.3% | -42.7% |
| All | +48.4% | +90.1% | -41.8% | +2.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling