+93.1%
FOXA vs EAT
+313.1%
-220.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.0% | +2.2% | +1.3% |
| 7D | +0.8% | -7.7% | +8.5% | +2.1% |
| 30D | +5.0% | -13.6% | +18.6% | +7.5% |
| 3M | -3.0% | +33.9% | -36.9% | -7.8% |
| 6M | +14.8% | +47.2% | -32.4% | +6.7% |
| YTD | -8.9% | +48.1% | -57.0% | -15.7% |
| 1Y | +13.3% | +33.7% | -20.4% | +6.4% |
| 3Y | +115.4% | +595.8% | -480.4% | +44.5% |
| All | +93.1% | +313.1% | -220.0% | +35.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling