+86.9%
FOXA vs ED
+66.4%
+20.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.7% | -1.4% | -2.0% |
| 7D | -5.4% | -0.2% | -5.3% | -5.4% |
| 30D | +1.1% | +1.9% | -0.8% | +0.8% |
| 3M | -6.1% | +1.9% | -8.0% | -6.4% |
| 6M | +8.2% | -2.3% | +10.5% | +8.6% |
| YTD | -11.8% | +10.9% | -22.7% | -13.7% |
| 1Y | +9.9% | +14.5% | -4.6% | +6.7% |
| 3Y | +110.7% | +33.4% | +77.4% | +93.1% |
| 5Y | +86.9% | +67.3% | +19.7% | +57.9% |
| All | +86.9% | +66.4% | +20.6% | +57.9% |
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