+92.4%
FOXA vs EQX
+167.8%
-75.4%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.6% | -0.5% | +1.1% |
| 7D | +0.8% | -3.2% | +4.0% | +1.0% |
| 30D | +5.0% | +7.8% | -2.7% | +4.6% |
| 3M | -3.0% | +21.3% | -24.4% | -4.2% |
| 6M | +14.8% | -22.4% | +37.2% | +15.9% |
| YTD | -8.9% | -11.3% | +2.4% | -9.1% |
| 1Y | +13.3% | +13.5% | -0.2% | +11.2% |
| 3Y | +115.4% | +162.1% | -46.7% | +96.3% |
| 5Y | +95.3% | +84.2% | +11.1% | +78.2% |
| All | +92.4% | +167.8% | -75.4% | +83.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EQX.
Daily Out/Under-Performance
Portfolio return minus EQX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQX 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 EQX 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