+63.8%
EW vs FOXA
+135.4%
-71.6%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.9% | +0.8% | +1.6% |
| 7D | +6.5% | -2.4% | +8.9% | +6.8% |
| 30D | +22.5% | +8.6% | +13.9% | +21.2% |
| 3M | +13.0% | +9.9% | +3.1% | +11.4% |
| 6M | +37.1% | +0.8% | +36.3% | +36.1% |
| YTD | +24.1% | -6.1% | +30.2% | +25.0% |
| 1Y | +24.2% | +3.3% | +21.0% | +22.7% |
| All | +63.8% | +135.4% | -71.6% | +36.5% |
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