+12.0%
FOXA vs EAT
+39.2%
-27.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.3% | +2.4% | +2.1% |
| 7D | -3.7% | -6.2% | +2.5% | -3.3% |
| 30D | +5.4% | -3.0% | +8.4% | +5.5% |
| 3M | -3.7% | +45.6% | -49.4% | -5.5% |
| 6M | +12.6% | +53.5% | -41.0% | +10.7% |
| YTD | -10.0% | +49.6% | -59.6% | -11.2% |
| All | +12.0% | +39.2% | -27.2% | +19.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling