+93.1%
FOXA vs EFX
-36.2%
+129.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.6% | +0.6% | +1.0% |
| 7D | +0.8% | -4.5% | +5.3% | +1.9% |
| 30D | +5.0% | -6.1% | +11.1% | +6.5% |
| 3M | -3.0% | +6.2% | -9.2% | -4.8% |
| 6M | +14.8% | -11.2% | +26.0% | +17.0% |
| YTD | -8.9% | -21.4% | +12.5% | -4.7% |
| 1Y | +13.3% | -34.3% | +47.6% | +23.9% |
| 3Y | +115.4% | -12.5% | +127.9% | +112.3% |
| All | +93.1% | -36.2% | +129.3% | +98.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 EFX 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