+139.2%
EXPE vs FOXA
+92.4%
+46.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.2% | +0.3% | +0.8% |
| 7D | -5.8% | +0.8% | -6.6% | -6.1% |
| 30D | -13.6% | +5.0% | -18.7% | -15.8% |
| 3M | +25.2% | -3.0% | +28.2% | +24.6% |
| 6M | +22.3% | +14.8% | +7.6% | +10.0% |
| YTD | -0.3% | -8.9% | +8.6% | +2.0% |
| 1Y | +27.8% | +13.3% | +14.5% | +15.3% |
| 3Y | +162.4% | +115.4% | +47.0% | +64.3% |
| 5Y | +95.8% | +95.3% | +0.6% | +27.5% |
| All | +139.2% | +92.4% | +46.8% | +23.8% |
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