+131.9%
FOXA vs EXE
+165.2%
-33.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.8% | +3.3% | +4.0% |
| 7D | +2.7% | +5.3% | -2.7% | +1.8% |
| 30D | +10.0% | -2.2% | +12.2% | +10.3% |
| 3M | +5.0% | -5.9% | +10.9% | +5.9% |
| 6M | +3.4% | -5.7% | +9.1% | +4.0% |
| YTD | -5.5% | -17.8% | +12.3% | -3.0% |
| 1Y | +5.5% | -23.1% | +28.7% | +9.4% |
| 3Y | +139.3% | +21.2% | +118.1% | +126.3% |
| 5Y | +77.2% | +78.8% | -1.6% | +53.7% |
| All | +131.9% | +165.2% | -33.3% | +92.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling