+90.8%
FOXA vs EIX
+25.9%
+65.0%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.8% | -4.2% | -3.6% |
| 7D | -4.0% | -19.1% | +15.1% | +1.2% |
| 30D | +12.0% | -16.9% | +28.9% | +16.7% |
| 3M | +0.3% | -20.0% | +20.3% | +5.6% |
| 6M | +12.5% | -21.3% | +33.8% | +18.8% |
| YTD | -9.6% | -1.7% | -7.9% | -12.5% |
| 1Y | +8.6% | +9.6% | -1.0% | +0.6% |
| 3Y | +118.5% | -3.7% | +122.2% | +106.0% |
| 5Y | +88.8% | +22.6% | +66.1% | +55.2% |
| All | +90.8% | +25.9% | +65.0% | +47.9% |
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