+98.3%
FOXA vs EXPD
+179.1%
-80.8%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.9% | -1.9% | -0.3% |
| 7D | -2.4% | -1.6% | -0.8% | -1.8% |
| 30D | +8.6% | +0.6% | +8.0% | +8.2% |
| 3M | +9.9% | +9.8% | +0.1% | +5.4% |
| 6M | +0.8% | +25.8% | -24.9% | -8.9% |
| YTD | -6.1% | +31.3% | -37.4% | -17.4% |
| 1Y | +3.3% | +40.9% | -37.7% | -12.1% |
| 3Y | +133.5% | +74.7% | +58.8% | +76.3% |
| 5Y | +75.8% | +62.9% | +13.0% | +34.4% |
| All | +98.3% | +179.1% | -80.8% | -4.2% |
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