+93.1%
FOXA vs EME
+575.5%
-482.4%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +4.3% | -3.2% | +0.7% |
| 7D | +0.8% | +3.5% | -2.7% | +0.4% |
| 30D | +5.0% | -6.3% | +11.4% | +5.7% |
| 3M | -3.0% | -3.8% | +0.7% | -3.1% |
| 6M | +14.8% | +8.5% | +6.3% | +12.3% |
| YTD | -8.9% | +27.8% | -36.7% | -13.6% |
| 1Y | +13.3% | +22.2% | -8.9% | +6.5% |
| 3Y | +115.4% | +253.5% | -138.1% | +44.5% |
| All | +93.1% | +575.5% | -482.4% | -1.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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