+93.0%
FOXA vs EIX
+22.7%
+70.4%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.2% | +3.3% | +2.3% |
| 7D | -3.7% | +0.8% | -4.5% | -3.9% |
| 30D | +5.4% | -18.8% | +24.2% | +8.5% |
| 3M | -3.7% | -19.7% | +16.0% | -0.8% |
| 6M | +12.6% | -18.2% | +30.8% | +15.4% |
| YTD | -10.0% | -1.7% | -8.2% | -11.9% |
| 1Y | +15.0% | +7.8% | +7.3% | +9.8% |
| 3Y | +115.1% | -5.6% | +120.7% | +107.3% |
| 5Y | +93.0% | +23.7% | +69.4% | +75.2% |
| All | +93.0% | +22.7% | +70.4% | +75.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling