+90.8%
FOXA vs ETR
+196.3%
-105.4%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.5% | -2.9% | -3.2% |
| 7D | -4.0% | +1.4% | -5.4% | -4.5% |
| 30D | +12.0% | +1.0% | +11.0% | +11.5% |
| 3M | +0.3% | -1.3% | +1.5% | +0.4% |
| 6M | +12.5% | +1.9% | +10.6% | +10.6% |
| YTD | -9.6% | +18.2% | -27.8% | -16.8% |
| 1Y | +8.6% | +24.7% | -16.1% | -2.6% |
| 3Y | +118.5% | +150.7% | -32.1% | +38.9% |
| 5Y | +88.8% | +127.0% | -38.3% | +23.1% |
| All | +90.8% | +196.3% | -105.4% | +16.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling