+83.2%
EW vs FOXA
+99.6%
-16.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.1% | -2.8% | +0.3% |
| 7D | +4.9% | +2.7% | +2.2% | +4.2% |
| 30D | +23.9% | +10.0% | +14.0% | +21.1% |
| 3M | +15.8% | +5.0% | +10.8% | +14.1% |
| 6M | +31.7% | +3.4% | +28.3% | +29.1% |
| YTD | +25.7% | -5.5% | +31.2% | +25.7% |
| 1Y | +24.4% | +5.5% | +18.9% | +20.7% |
| 3Y | +65.9% | +139.3% | -73.4% | +26.7% |
| 5Y | -7.6% | +77.2% | -84.8% | -24.4% |
| All | +83.2% | +99.6% | -16.4% | +24.7% |
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 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