+90.8%
FOXA vs EAT
+456.9%
-366.1%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.6% | -4.0% | -3.5% |
| 7D | -4.0% | 0.0% | -4.0% | -4.0% |
| 30D | +12.0% | +1.9% | +10.1% | +11.3% |
| 3M | +0.3% | +68.7% | -68.4% | -9.5% |
| 6M | +12.5% | +66.9% | -54.4% | +0.8% |
| YTD | -9.6% | +60.4% | -70.0% | -18.7% |
| 1Y | +8.6% | +44.0% | -35.4% | -0.8% |
| 3Y | +118.5% | +604.7% | -486.1% | +40.2% |
| 5Y | +88.8% | +347.0% | -258.3% | +26.9% |
| All | +90.8% | +456.9% | -366.1% | +10.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling