+90.8%
FOXA vs EXEL
+150.0%
-59.2%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.2% | -3.2% | -3.4% |
| 7D | -4.0% | +8.4% | -12.3% | -5.2% |
| 30D | +12.0% | +4.1% | +7.9% | +11.1% |
| 3M | +0.3% | +12.4% | -12.2% | -1.7% |
| 6M | +12.5% | +41.5% | -29.1% | +6.2% |
| YTD | -9.6% | +34.6% | -44.3% | -14.2% |
| 1Y | +8.6% | +57.9% | -49.3% | +0.2% |
| 3Y | +118.5% | +159.5% | -41.0% | +81.1% |
| 5Y | +88.8% | +198.5% | -109.7% | +50.0% |
| All | +90.8% | +150.0% | -59.2% | +43.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling