+90.1%
FOXA vs EAT
+419.3%
-329.2%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.3% | +2.4% | +2.1% |
| 7D | -3.7% | -6.2% | +2.5% | -2.6% |
| 30D | +5.4% | -3.0% | +8.4% | +5.7% |
| 3M | -3.7% | +45.6% | -49.4% | -10.6% |
| 6M | +12.6% | +53.5% | -41.0% | +2.5% |
| YTD | -10.0% | +49.6% | -59.6% | -17.9% |
| 1Y | +15.0% | +38.9% | -23.9% | +5.7% |
| 3Y | +115.1% | +589.7% | -474.6% | +38.5% |
| 5Y | +93.0% | +318.7% | -225.6% | +31.4% |
| All | +90.1% | +419.3% | -329.2% | +11.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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