+90.3%
FOXA vs EXPD
+166.7%
-76.4%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | +0.3% |
| 7D | -0.6% | -0.9% | +0.3% | -0.3% |
| 30D | +2.3% | +4.1% | -1.7% | +0.6% |
| 3M | -2.8% | +13.8% | -16.6% | -8.2% |
| 6M | +9.6% | +27.3% | -17.7% | -1.7% |
| YTD | -9.9% | +25.4% | -35.3% | -19.1% |
| 1Y | +5.4% | +54.4% | -49.0% | -14.2% |
| 3Y | +115.3% | +67.9% | +47.4% | +65.3% |
| 5Y | +93.1% | +59.2% | +33.9% | +47.9% |
| All | +90.3% | +166.7% | -76.4% | -6.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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