+98.3%
FOXA vs EXR
+115.8%
-17.5%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +0.9% |
| 7D | -2.4% | -1.1% | -1.3% | -2.1% |
| 30D | +8.6% | +18.8% | -10.2% | +3.9% |
| 3M | +9.9% | +9.9% | 0.0% | +7.2% |
| 6M | +0.8% | +12.6% | -11.8% | -2.3% |
| YTD | -6.1% | +26.5% | -32.6% | -12.0% |
| 1Y | +3.3% | +24.5% | -21.2% | -2.9% |
| 3Y | +133.5% | +52.4% | +81.1% | +103.1% |
| 5Y | +75.8% | -1.5% | +77.4% | +70.3% |
| All | +98.3% | +115.8% | -17.5% | +38.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR 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 EXR 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