+86.3%
FOXA vs EME
+977.2%
-890.9%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.4% | +0.3% | -1.5% |
| 7D | -5.4% | +2.7% | -8.1% | -6.0% |
| 30D | +1.1% | -6.8% | +7.9% | +2.6% |
| 3M | -6.1% | -8.8% | +2.7% | -5.3% |
| 6M | +8.2% | +5.0% | +3.3% | +4.7% |
| YTD | -11.8% | +23.5% | -35.3% | -19.0% |
| 1Y | +9.9% | +21.3% | -11.4% | -0.7% |
| 3Y | +110.7% | +241.1% | -130.3% | +24.4% |
| 5Y | +86.9% | +549.2% | -462.2% | -17.4% |
| All | +86.3% | +977.2% | -890.9% | -40.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling