+90.3%
FOXA vs XME
+343.9%
-253.6%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -0.7% |
| 7D | -0.6% | +3.6% | -4.2% | -1.9% |
| 30D | +2.3% | +3.6% | -1.3% | +0.8% |
| 3M | -2.8% | +1.2% | -4.1% | -4.0% |
| 6M | +9.6% | +9.0% | +0.5% | +4.3% |
| YTD | -9.9% | +15.9% | -25.8% | -17.0% |
| 1Y | +5.4% | +43.2% | -37.8% | -12.0% |
| 3Y | +115.3% | +137.4% | -22.1% | +41.0% |
| 5Y | +93.1% | +185.0% | -92.0% | +10.1% |
| All | +90.3% | +343.9% | -253.6% | -29.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling