+414.6%
EWT vs FOXA
+86.3%
+328.3%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.1% | +2.3% | +0.6% |
| 7D | +2.1% | -5.4% | +7.5% | +3.2% |
| 30D | +9.4% | +1.1% | +8.2% | +9.0% |
| 3M | +10.9% | -6.1% | +17.0% | +11.4% |
| 6M | +57.9% | +8.2% | +49.7% | +53.6% |
| YTD | +75.9% | -11.8% | +87.7% | +78.6% |
| 1Y | +89.7% | +9.9% | +79.8% | +82.7% |
| 3Y | +200.9% | +110.7% | +90.1% | +147.2% |
| 5Y | +154.5% | +86.9% | +67.6% | +112.1% |
| All | +414.6% | +86.3% | +328.3% | +297.7% |
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 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