+86.3%
FOXA vs EFX
+62.1%
+24.2%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.1% | 0.0% | -1.5% |
| 7D | -5.4% | -9.4% | +4.0% | -2.7% |
| 30D | +1.1% | -6.9% | +8.0% | +3.1% |
| 3M | -6.1% | +0.1% | -6.2% | -6.7% |
| 6M | +8.2% | -17.3% | +25.6% | +13.2% |
| YTD | -11.8% | -21.8% | +10.0% | -6.6% |
| 1Y | +9.9% | -32.5% | +42.5% | +21.3% |
| 3Y | +110.7% | -12.3% | +123.1% | +106.0% |
| 5Y | +86.9% | -36.6% | +123.6% | +99.6% |
| All | +86.3% | +62.1% | +24.2% | +16.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling