+108.6%
FOXA vs EXE
+17.8%
+90.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.6% | -0.5% | -1.9% |
| 7D | -5.4% | -2.7% | -2.7% | -5.1% |
| 30D | +1.1% | -0.4% | +1.5% | +1.2% |
| 3M | -6.1% | +9.5% | -15.6% | -7.4% |
| 6M | +8.2% | -9.3% | +17.6% | +9.6% |
| YTD | -11.8% | -10.9% | -0.9% | -10.5% |
| 1Y | +9.9% | +4.3% | +5.6% | +7.6% |
| All | +108.6% | +17.8% | +90.8% | +99.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling