+139.3%
FOXA vs EXEL
+230.5%
-91.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -1.2% | +5.3% | +4.3% |
| 7D | +2.7% | -0.8% | +3.5% | +2.8% |
| 30D | +10.0% | +13.1% | -3.2% | +8.6% |
| 3M | +5.0% | +36.3% | -31.3% | +1.5% |
| 6M | +3.4% | +34.5% | -31.1% | -0.1% |
| YTD | -5.5% | +57.4% | -62.9% | -10.3% |
| 1Y | +5.5% | +62.9% | -57.4% | -0.3% |
| 3Y | +139.3% | +229.5% | -90.2% | +100.5% |
| All | +139.3% | +230.5% | -91.2% | +100.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling