+149.4%
EWT vs FOXA
+93.7%
+55.8%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.2% | +0.7% | +1.6% |
| 7D | -1.1% | +0.8% | -1.9% | -1.3% |
| 30D | +4.5% | +5.0% | -0.6% | +3.4% |
| 3M | +8.3% | -3.0% | +11.3% | +8.4% |
| 6M | +54.2% | +14.8% | +39.5% | +48.6% |
| YTD | +74.6% | -8.9% | +83.5% | +76.9% |
| 1Y | +84.9% | +13.3% | +71.6% | +77.3% |
| 3Y | +197.5% | +115.4% | +82.1% | +141.0% |
| All | +149.4% | +93.7% | +55.8% | +102.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling