+92.4%
FOXA vs EFV
+132.5%
-40.1%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.1% | +0.1% | +0.3% |
| 7D | +0.8% | -0.8% | +1.6% | +1.4% |
| 30D | +5.0% | +0.6% | +4.4% | +4.6% |
| 3M | -3.0% | +7.5% | -10.6% | -8.3% |
| 6M | +14.8% | +13.0% | +1.7% | +3.8% |
| YTD | -8.9% | +18.3% | -27.2% | -21.0% |
| 1Y | +13.3% | +26.7% | -13.4% | -7.1% |
| 3Y | +115.4% | +89.6% | +25.8% | +24.8% |
| 5Y | +95.3% | +98.2% | -2.9% | +8.1% |
| All | +92.4% | +132.5% | -40.1% | -16.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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