+90.3%
FOXA vs ETR
+199.7%
-109.5%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.2% | -1.5% | -0.7% |
| 7D | -0.6% | +1.4% | -2.0% | -1.2% |
| 30D | +2.3% | +1.9% | +0.5% | +1.6% |
| 3M | -2.8% | +1.0% | -3.8% | -3.6% |
| 6M | +9.6% | +4.8% | +4.8% | +6.6% |
| YTD | -9.9% | +19.5% | -29.4% | -17.4% |
| 1Y | +5.4% | +28.1% | -22.7% | -6.5% |
| 3Y | +115.3% | +151.1% | -35.9% | +36.9% |
| 5Y | +93.1% | +125.2% | -32.1% | +26.8% |
| All | +90.3% | +199.7% | -109.5% | +15.5% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling