+90.8%
FOXA vs ELF
+1,269.2%
-1,178.3%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +2.1% | -5.5% | -3.6% |
| 7D | -4.0% | +5.4% | -9.3% | -4.6% |
| 30D | +12.0% | +27.0% | -15.0% | +8.6% |
| 3M | +0.3% | +113.2% | -112.9% | -9.1% |
| 6M | +12.5% | +36.6% | -24.1% | +7.3% |
| YTD | -9.6% | +44.2% | -53.9% | -14.8% |
| 1Y | +8.6% | -18.0% | +26.6% | +8.6% |
| 3Y | +118.5% | -19.9% | +138.5% | +102.0% |
| 5Y | +88.8% | +257.7% | -168.9% | +18.2% |
| All | +90.8% | +1,269.2% | -1,178.3% | -13.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling