+80.9%
EW vs FOXA
+98.3%
-17.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.9% | +0.8% | +1.5% |
| 7D | +6.5% | -2.4% | +8.9% | +7.1% |
| 30D | +22.5% | +8.6% | +13.9% | +20.0% |
| 3M | +13.0% | +9.9% | +3.1% | +10.1% |
| 6M | +37.1% | +0.8% | +36.3% | +35.3% |
| YTD | +24.1% | -6.1% | +30.2% | +24.3% |
| 1Y | +24.2% | +3.3% | +21.0% | +21.2% |
| 3Y | +64.8% | +133.5% | -68.7% | +26.7% |
| 5Y | -7.4% | +75.8% | -83.3% | -24.0% |
| All | +80.9% | +98.3% | -17.4% | +23.4% |
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