+93.0%
FOXA vs XME
+167.8%
-74.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -3.7% | +5.8% | +3.0% |
| 7D | -3.7% | -3.0% | -0.7% | -3.0% |
| 30D | +5.4% | -2.6% | +8.0% | +5.9% |
| 3M | -3.7% | +2.2% | -5.9% | -4.8% |
| 6M | +12.6% | +0.7% | +11.9% | +11.2% |
| YTD | -10.0% | +10.9% | -20.9% | -14.1% |
| 1Y | +15.0% | +35.7% | -20.7% | +2.1% |
| 3Y | +115.1% | +127.1% | -12.0% | +57.8% |
| 5Y | +93.0% | +168.5% | -75.4% | +29.1% |
| All | +93.0% | +167.8% | -74.8% | +29.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling