+86.9%
FOXA vs EMB
+7.1%
+79.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.2% | -1.9% | -2.0% |
| 7D | -5.4% | 0.0% | -5.4% | -5.4% |
| 30D | +1.1% | -0.3% | +1.4% | +1.3% |
| 3M | -6.1% | -0.3% | -5.8% | -6.0% |
| 6M | +8.2% | +0.7% | +7.5% | +7.5% |
| YTD | -11.8% | +1.3% | -13.1% | -12.8% |
| 1Y | +9.9% | +4.7% | +5.2% | +5.9% |
| 3Y | +110.7% | +30.1% | +80.7% | +73.3% |
| 5Y | +86.9% | +6.9% | +80.1% | +56.9% |
| All | +86.9% | +7.1% | +79.8% | +56.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling