+99.6%
FOXA vs EIX
+35.6%
+64.0%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.3% | +3.8% | +4.0% |
| 7D | +2.7% | +1.4% | +1.3% | +2.2% |
| 30D | +10.0% | +8.5% | +1.4% | +7.3% |
| 3M | +5.0% | -13.5% | +18.5% | +8.1% |
| 6M | +3.4% | -12.4% | +15.7% | +5.6% |
| YTD | -5.5% | +5.9% | -11.4% | -10.6% |
| 1Y | +5.5% | +7.6% | -2.1% | -0.9% |
| 3Y | +139.3% | +12.8% | +126.5% | +112.8% |
| 5Y | +77.2% | +19.2% | +58.0% | +49.9% |
| All | +99.6% | +35.6% | +64.0% | +51.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling