+15.0%
FOXA vs ESI
+34.0%
-19.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -4.5% | +6.6% | +1.8% |
| 7D | -3.7% | -2.3% | -1.4% | -3.9% |
| 30D | +5.4% | -9.0% | +14.4% | +4.8% |
| 3M | -3.7% | -13.3% | +9.5% | -5.1% |
| 6M | +12.6% | +5.3% | +7.3% | +10.4% |
| YTD | -10.0% | +37.6% | -47.6% | -14.9% |
| 1Y | +15.0% | +33.6% | -18.6% | +9.7% |
| All | +15.0% | +34.0% | -19.0% | +9.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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