+90.1%
FOXA vs EMB
+22.8%
+67.4%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.8% | +2.9% | +2.8% |
| 7D | -3.7% | -1.1% | -2.6% | -2.8% |
| 30D | +5.4% | -1.1% | +6.4% | +6.3% |
| 3M | -3.7% | -0.8% | -3.0% | -3.1% |
| 6M | +12.6% | -0.1% | +12.6% | +12.4% |
| YTD | -10.0% | +0.4% | -10.4% | -10.5% |
| 1Y | +15.0% | +3.3% | +11.8% | +11.5% |
| 3Y | +115.1% | +29.0% | +86.1% | +71.2% |
| 5Y | +93.0% | +6.3% | +86.7% | +84.0% |
| All | +90.1% | +22.8% | +67.4% | +65.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 10y: compounded portfolio wealth divided by compounded EMB 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…
10y analysis · Full analysis span regression · 6 months rolling