+93.0%
FOXA vs ESI
+66.0%
+27.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -4.5% | +6.6% | +3.0% |
| 7D | -3.7% | -2.3% | -1.4% | -3.4% |
| 30D | +5.4% | -9.0% | +14.4% | +7.2% |
| 3M | -3.7% | -13.3% | +9.5% | -2.5% |
| 6M | +12.6% | +5.3% | +7.3% | +7.1% |
| YTD | -10.0% | +37.6% | -47.6% | -21.7% |
| 1Y | +15.0% | +33.6% | -18.6% | +0.4% |
| 3Y | +115.1% | +75.8% | +39.3% | +65.4% |
| 5Y | +93.0% | +68.6% | +24.4% | +46.7% |
| All | +93.0% | +66.0% | +27.0% | +46.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling