+115.4%
FOXA vs XME
+122.1%
-6.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.0% | +2.2% | +1.4% |
| 7D | +0.8% | -4.2% | +5.0% | +1.6% |
| 30D | +5.0% | -2.7% | +7.8% | +5.4% |
| 3M | -3.0% | -3.9% | +0.9% | -2.4% |
| 6M | +14.8% | -1.0% | +15.7% | +14.2% |
| YTD | -8.9% | +9.8% | -18.7% | -12.3% |
| 1Y | +13.3% | +32.5% | -19.2% | +2.1% |
| 3Y | +115.4% | +124.3% | -8.9% | +53.8% |
| All | +115.4% | +122.1% | -6.6% | +53.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling