+92.4%
FOXA vs XME
+320.5%
-228.1%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.0% | +2.2% | +1.5% |
| 7D | +0.8% | -4.2% | +5.0% | +2.3% |
| 30D | +5.0% | -2.7% | +7.8% | +5.8% |
| 3M | -3.0% | -3.9% | +0.9% | -2.4% |
| 6M | +14.8% | -1.0% | +15.7% | +13.2% |
| YTD | -8.9% | +9.8% | -18.7% | -14.5% |
| 1Y | +13.3% | +32.5% | -19.2% | -2.7% |
| 3Y | +115.4% | +124.3% | -8.9% | +43.9% |
| 5Y | +95.3% | +165.8% | -70.5% | +14.4% |
| All | +92.4% | +320.5% | -228.1% | -27.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 XME 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