+92.4%
FOXA vs EXEL
+137.8%
-45.4%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.3% | +3.4% | +1.5% |
| 7D | +0.8% | -4.9% | +5.7% | +1.5% |
| 30D | +5.0% | +11.4% | -6.3% | +3.3% |
| 3M | -3.0% | +4.9% | -7.9% | -4.0% |
| 6M | +14.8% | +34.4% | -19.7% | +9.2% |
| YTD | -8.9% | +28.0% | -37.0% | -12.9% |
| 1Y | +13.3% | +43.6% | -30.3% | +6.1% |
| 3Y | +115.4% | +155.2% | -39.8% | +78.8% |
| 5Y | +95.3% | +181.2% | -85.9% | +56.7% |
| All | +92.4% | +137.8% | -45.4% | +45.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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