+115.4%
FOXA vs XHB
+23.1%
+92.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.6% | -0.4% | +0.7% |
| 7D | +0.8% | -4.6% | +5.4% | +2.0% |
| 30D | +5.0% | -9.1% | +14.2% | +7.7% |
| 3M | -3.0% | -8.6% | +5.5% | -1.1% |
| 6M | +14.8% | -4.0% | +18.8% | +15.1% |
| YTD | -8.9% | -3.9% | -5.0% | -9.0% |
| 1Y | +13.3% | -16.5% | +29.8% | +18.5% |
| 3Y | +115.4% | +22.6% | +92.8% | +84.4% |
| All | +115.4% | +23.1% | +92.3% | +84.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 XHB 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