+108.6%
FOXA vs EAT
+587.9%
-479.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.2% | +1.1% | -1.6% |
| 7D | -5.4% | -6.8% | +1.4% | -4.5% |
| 30D | +1.1% | -5.4% | +6.5% | +1.8% |
| 3M | -6.1% | +42.8% | -48.9% | -11.0% |
| 6M | +8.2% | +56.5% | -48.3% | +0.8% |
| YTD | -11.8% | +50.0% | -61.8% | -17.6% |
| 1Y | +9.9% | +38.3% | -28.3% | +4.1% |
| All | +108.6% | +587.9% | -479.3% | +39.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling