+60.4%
EXC vs FOXA
+90.1%
-29.8%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.1% | -2.8% | -1.2% |
| 7D | -1.6% | -3.7% | +2.1% | -0.7% |
| 30D | -2.4% | +5.4% | -7.7% | -3.8% |
| 3M | -4.0% | -3.7% | -0.2% | -3.9% |
| 6M | -9.8% | +12.6% | -22.3% | -13.8% |
| YTD | +2.3% | -10.0% | +12.3% | +3.7% |
| 1Y | +3.8% | +15.0% | -11.2% | -2.4% |
| 3Y | +19.7% | +115.1% | -95.4% | -10.8% |
| 5Y | +45.6% | +93.0% | -47.4% | +9.2% |
| All | +60.4% | +90.1% | -29.8% | -2.4% |
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 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