+13.3%
FOXA vs ELF
-28.2%
+41.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.2% | 0.0% | +1.2% |
| 7D | +0.8% | -11.6% | +12.4% | +0.9% |
| 30D | +5.0% | +4.6% | +0.4% | +5.0% |
| 3M | -3.0% | +59.7% | -62.7% | -2.7% |
| 6M | +14.8% | +21.2% | -6.4% | +15.8% |
| YTD | -8.9% | +27.4% | -36.4% | -7.9% |
| 1Y | +13.3% | -29.8% | +43.1% | +16.3% |
| All | +13.3% | -28.2% | +41.5% | +16.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 1y: compounded portfolio wealth divided by compounded ELF 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…
1y analysis · Full analysis span regression · 6 months rolling