+123.5%
FOXA vs EXE
+182.2%
-58.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.1% | +3.3% | +1.5% |
| 7D | +0.8% | -3.1% | +3.9% | +1.3% |
| 30D | +5.0% | -0.9% | +6.0% | +5.1% |
| 3M | -3.0% | +9.6% | -12.6% | -4.6% |
| 6M | +14.8% | -11.6% | +26.4% | +16.8% |
| YTD | -8.9% | -12.6% | +3.6% | -7.4% |
| 1Y | +13.3% | +1.2% | +12.1% | +11.8% |
| 3Y | +115.4% | +18.0% | +97.4% | +105.1% |
| 5Y | +95.3% | +101.1% | -5.8% | +66.1% |
| All | +123.5% | +182.2% | -58.7% | +83.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 10y: compounded portfolio wealth divided by compounded EXE 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…
10y analysis · Full analysis span regression · 6 months rolling