+93.0%
FOXA vs EL
-69.5%
+162.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.3% | +4.4% | +2.4% |
| 7D | -3.7% | -4.4% | +0.6% | -3.1% |
| 30D | +5.4% | +10.3% | -4.9% | +3.4% |
| 3M | -3.7% | +13.4% | -17.1% | -6.0% |
| 6M | +12.6% | +3.1% | +9.5% | +11.0% |
| YTD | -10.0% | -6.9% | -3.0% | -10.2% |
| 1Y | +15.0% | +11.9% | +3.1% | +10.3% |
| 3Y | +115.1% | -33.8% | +148.9% | +120.3% |
| 5Y | +93.0% | -69.0% | +162.0% | +140.2% |
| All | +93.0% | -69.5% | +162.5% | +140.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling