+89.1%
FOXA vs ETR
+126.1%
-36.9%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.3% | -0.8% | -1.8% |
| 7D | -5.4% | +0.4% | -5.8% | -5.5% |
| 30D | +1.1% | +2.0% | -0.9% | +0.7% |
| 3M | -6.1% | -1.7% | -4.4% | -6.0% |
| 6M | +8.2% | +3.6% | +4.7% | +6.7% |
| YTD | -11.8% | +18.0% | -29.8% | -16.2% |
| 1Y | +9.9% | +26.2% | -16.3% | +2.2% |
| 3Y | +110.7% | +148.0% | -37.3% | +57.0% |
| All | +89.1% | +126.1% | -36.9% | +39.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling