+8.6%
FOXA vs ETR
+23.8%
-15.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.5% | -2.9% | -3.5% |
| 7D | -4.0% | +1.4% | -5.4% | -3.7% |
| 30D | +12.0% | +1.0% | +11.0% | +12.2% |
| 3M | +0.3% | -1.3% | +1.5% | -0.2% |
| 6M | +12.5% | +1.9% | +10.6% | +12.7% |
| YTD | -9.6% | +18.2% | -27.8% | -8.1% |
| 1Y | +8.6% | +24.7% | -16.1% | +8.7% |
| All | +8.6% | +23.8% | -15.2% | +8.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 ETR 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