+88.3%
EXPE vs FOXA
+87.1%
+1.2%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.4% | +0.3% |
| 7D | -11.5% | -5.4% | -6.1% | -9.1% |
| 30D | -13.1% | +1.1% | -14.2% | -13.6% |
| 3M | +18.1% | -6.1% | +24.3% | +19.8% |
| 6M | +13.3% | +8.2% | +5.0% | +4.8% |
| YTD | -3.2% | -11.8% | +8.6% | +1.0% |
| 1Y | +26.1% | +9.9% | +16.2% | +15.1% |
| 3Y | +151.7% | +110.7% | +41.0% | +55.5% |
| 5Y | +88.3% | +86.9% | +1.4% | +22.9% |
| All | +88.3% | +87.1% | +1.2% | +22.9% |
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