+13.3%
FOXA vs EXEL
+48.5%
-35.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.3% | +3.4% | +1.4% |
| 7D | +0.8% | -4.9% | +5.7% | +1.3% |
| 30D | +5.0% | +11.4% | -6.3% | +3.7% |
| 3M | -3.0% | +4.9% | -7.9% | -4.0% |
| 6M | +14.8% | +34.4% | -19.7% | +11.1% |
| YTD | -8.9% | +28.0% | -37.0% | -11.6% |
| 1Y | +13.3% | +43.6% | -30.3% | +7.7% |
| All | +13.3% | +48.5% | -35.2% | +7.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling