+99.6%
FOXA vs ED
+87.2%
+12.3%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.4% | +2.7% | +3.7% |
| 7D | +2.7% | +2.1% | +0.6% | +2.0% |
| 30D | +10.0% | +10.4% | -0.4% | +6.5% |
| 3M | +5.0% | +12.5% | -7.5% | +1.0% |
| 6M | +3.4% | +14.9% | -11.5% | -1.4% |
| YTD | -5.5% | +24.8% | -30.3% | -12.8% |
| 1Y | +5.5% | +23.8% | -18.3% | -2.4% |
| 3Y | +139.3% | +51.6% | +87.7% | +100.7% |
| 5Y | +77.2% | +86.4% | -9.2% | +33.2% |
| All | +99.6% | +87.2% | +12.3% | +44.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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