+122.3%
EXPE vs FOXA
+91.7%
+30.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.3% | +3.8% | +2.2% |
| 7D | -4.2% | -2.9% | -1.3% | -2.8% |
| 30D | -4.5% | +5.1% | -9.7% | -6.8% |
| 3M | -19.7% | +4.7% | -24.4% | -21.5% |
| 6M | +18.3% | -0.2% | +18.5% | +15.8% |
| YTD | -7.3% | -9.2% | +1.9% | -5.0% |
| 1Y | -3.9% | -0.6% | -3.3% | -6.3% |
| 3Y | +123.0% | +125.7% | -2.7% | +36.0% |
| 5Y | +47.9% | +70.2% | -22.2% | +4.0% |
| All | +122.3% | +91.7% | +30.6% | +15.3% |
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