+8.9%
FOXA vs ELV
+42.6%
-33.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +4.9% | -1.1% | +3.2% |
| 7D | +9.9% | +4.8% | +5.1% | +9.3% |
| 30D | +10.0% | +10.1% | -0.1% | +9.1% |
| 3M | +18.4% | +15.4% | +3.0% | +17.2% |
| 6M | +12.2% | +17.7% | -5.5% | +11.1% |
| YTD | -3.8% | +25.7% | -29.5% | -4.0% |
| 1Y | +8.9% | +39.9% | -30.9% | +9.8% |
| All | +8.9% | +42.6% | -33.7% | +9.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 ELV 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