+92.4%
FOXA vs EL
-32.4%
+124.8%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.7% | +0.5% | +1.0% |
| 7D | +0.8% | -6.5% | +7.3% | +2.3% |
| 30D | +5.0% | +11.1% | -6.1% | +2.0% |
| 3M | -3.0% | +10.7% | -13.7% | -5.8% |
| 6M | +14.8% | +6.9% | +7.9% | +11.3% |
| YTD | -8.9% | -6.3% | -2.6% | -9.7% |
| 1Y | +13.3% | +13.5% | -0.1% | +6.1% |
| 3Y | +115.4% | -33.1% | +148.5% | +122.6% |
| 5Y | +95.3% | -68.8% | +164.0% | +163.5% |
| All | +92.4% | -32.4% | +124.8% | +62.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 10y: compounded portfolio wealth divided by compounded EL 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…
10y analysis · Full analysis span regression · 6 months rolling