+119.7%
EXPE vs FOXA
+99.6%
+20.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.1% | -5.3% | -3.3% |
| 7D | -0.5% | +2.7% | -3.2% | -2.0% |
| 30D | -6.1% | +10.0% | -16.1% | -10.5% |
| 3M | -21.3% | +5.0% | -26.3% | -23.3% |
| 6M | +19.0% | +3.4% | +15.6% | +14.3% |
| YTD | -8.4% | -5.5% | -2.9% | -8.1% |
| 1Y | -2.8% | +5.5% | -8.3% | -8.3% |
| 3Y | +120.8% | +139.3% | -18.5% | +30.4% |
| 5Y | +46.2% | +77.2% | -31.0% | +0.6% |
| All | +119.7% | +99.6% | +20.1% | +11.5% |
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 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