+108.6%
FOXA vs EIX
-4.8%
+113.4%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.2% | +1.1% | -1.7% |
| 7D | -5.4% | +4.1% | -9.5% | -5.9% |
| 30D | +1.1% | -15.3% | +16.5% | +2.8% |
| 3M | -6.1% | -18.4% | +12.3% | -4.1% |
| 6M | +8.2% | -16.8% | +25.1% | +10.1% |
| YTD | -11.8% | -0.6% | -11.2% | -13.6% |
| 1Y | +9.9% | +10.7% | -0.7% | +4.9% |
| All | +108.6% | -4.8% | +113.4% | +97.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling