+9.9%
FOXA vs ES
+17.2%
-7.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.5% | -0.6% | -2.1% |
| 7D | -5.4% | 0.0% | -5.4% | -5.4% |
| 30D | +1.1% | -1.0% | +2.2% | +1.2% |
| 3M | -6.1% | +1.5% | -7.6% | -6.0% |
| 6M | +8.2% | -3.5% | +11.7% | +8.6% |
| YTD | -11.8% | +7.0% | -18.8% | -12.2% |
| 1Y | +9.9% | +15.3% | -5.4% | +2.8% |
| All | +9.9% | +17.2% | -7.3% | +2.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 1y: compounded portfolio wealth divided by compounded ES 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…
1y analysis · Full analysis span regression · 6 months rolling