+90.8%
FOXA vs ESI
+245.0%
-154.2%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +2.9% | -6.3% | -4.2% |
| 7D | -4.0% | +3.3% | -7.3% | -4.9% |
| 30D | +12.0% | -5.9% | +17.8% | +13.7% |
| 3M | +0.3% | -14.1% | +14.3% | +2.8% |
| 6M | +12.5% | +6.6% | +5.9% | +5.9% |
| YTD | -9.6% | +45.0% | -54.7% | -24.2% |
| 1Y | +8.6% | +41.5% | -32.9% | -8.7% |
| 3Y | +118.5% | +78.8% | +39.8% | +62.7% |
| 5Y | +88.8% | +70.9% | +17.9% | +39.0% |
| All | +90.8% | +245.0% | -154.2% | -7.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling