+93.0%
FOXA vs XHB
+30.4%
+62.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.3% | +4.4% | +2.9% |
| 7D | -3.7% | -5.2% | +1.5% | -2.0% |
| 30D | +5.4% | -12.1% | +17.5% | +10.0% |
| 3M | -3.7% | -6.2% | +2.5% | -2.2% |
| 6M | +12.6% | -6.7% | +19.3% | +14.1% |
| YTD | -10.0% | -5.5% | -4.5% | -9.6% |
| 1Y | +15.0% | -15.6% | +30.7% | +20.5% |
| 3Y | +115.1% | +22.0% | +93.1% | +87.4% |
| 5Y | +93.0% | +31.8% | +61.2% | +56.9% |
| All | +93.0% | +30.4% | +62.6% | +56.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling