+15.0%
FOXA vs EIX
+9.7%
+5.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.2% | +3.3% | +2.1% |
| 7D | -3.7% | +0.8% | -4.5% | -3.7% |
| 30D | +5.4% | -18.8% | +24.2% | +6.0% |
| 3M | -3.7% | -19.7% | +16.0% | -3.0% |
| 6M | +12.6% | -18.2% | +30.8% | +13.7% |
| YTD | -10.0% | -1.7% | -8.2% | -9.1% |
| 1Y | +15.0% | +7.8% | +7.3% | +13.4% |
| All | +15.0% | +9.7% | +5.3% | +13.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX 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 1y: compounded portfolio wealth divided by compounded EIX 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…
1y analysis · Full analysis span regression · 6 months rolling