+75.8%
FOXA vs ED
+82.4%
-6.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.0% | +0.9% |
| 7D | -2.4% | -0.9% | -1.5% | -2.3% |
| 30D | +8.6% | +11.2% | -2.6% | +6.8% |
| 3M | +9.9% | +11.8% | -1.9% | +7.9% |
| 6M | +0.8% | +14.1% | -13.3% | -1.4% |
| YTD | -6.1% | +23.0% | -29.1% | -9.6% |
| 1Y | +3.3% | +23.7% | -20.4% | -0.8% |
| 3Y | +133.5% | +47.7% | +85.8% | +110.6% |
| 5Y | +75.8% | +82.6% | -6.8% | +39.4% |
| All | +75.8% | +82.4% | -6.6% | +39.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling