+99.6%
FOXA vs ECL
+96.7%
+2.9%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.6% | +2.5% | +3.5% |
| 7D | +2.7% | +2.9% | -0.2% | +1.6% |
| 30D | +10.0% | +7.5% | +2.5% | +6.9% |
| 3M | +5.0% | +12.2% | -7.2% | +0.2% |
| 6M | +3.4% | +24.6% | -21.2% | -5.8% |
| YTD | -5.5% | +18.8% | -24.2% | -12.7% |
| 1Y | +5.5% | +19.3% | -13.8% | -2.8% |
| 3Y | +139.3% | +78.2% | +61.1% | +82.5% |
| 5Y | +77.2% | +38.8% | +38.4% | +49.4% |
| All | +99.6% | +96.7% | +2.9% | +26.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 ECL 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