+93.0%
FOXA vs ELF
+217.8%
-124.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -4.3% | +6.4% | +2.4% |
| 7D | -3.7% | -10.8% | +7.1% | -2.9% |
| 30D | +5.4% | +0.8% | +4.5% | +5.2% |
| 3M | -3.7% | +64.8% | -68.5% | -7.5% |
| 6M | +12.6% | +19.0% | -6.4% | +10.6% |
| YTD | -10.0% | +25.9% | -35.9% | -12.2% |
| 1Y | +15.0% | -28.8% | +43.8% | +16.8% |
| 3Y | +115.1% | -29.6% | +144.7% | +103.5% |
| 5Y | +93.0% | +216.2% | -123.2% | +21.4% |
| All | +93.0% | +217.8% | -124.8% | +21.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling