+108.6%
FOXA vs ELF
-27.2%
+135.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.1% | +2.0% | -1.9% |
| 7D | -5.4% | -6.8% | +1.4% | -5.1% |
| 30D | +1.1% | +5.1% | -3.9% | +0.9% |
| 3M | -6.1% | +79.8% | -85.9% | -8.7% |
| 6M | +8.2% | +29.7% | -21.5% | +6.8% |
| YTD | -11.8% | +31.6% | -43.4% | -13.1% |
| 1Y | +9.9% | -27.9% | +37.8% | +11.3% |
| All | +108.6% | -27.2% | +135.8% | +100.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling