+90.1%
FOXA vs ECL
+72.3%
+17.9%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.2% | +2.3% | +2.2% |
| 7D | -3.7% | -2.6% | -1.1% | -2.7% |
| 30D | +5.4% | -4.6% | +9.9% | +7.3% |
| 3M | -3.7% | +6.0% | -9.7% | -6.2% |
| 6M | +12.6% | -3.0% | +15.5% | +13.2% |
| YTD | -10.0% | +4.0% | -14.0% | -12.3% |
| 1Y | +15.0% | +2.0% | +13.0% | +12.8% |
| 3Y | +115.1% | +53.9% | +61.2% | +73.8% |
| 5Y | +93.0% | +27.1% | +65.9% | +67.4% |
| All | +90.1% | +72.3% | +17.9% | +27.4% |
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