-49.3%
TE vs FOXA
+93.7%
-143.0%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.2% | -0.5% | 0.0% |
| 7D | +0.2% | +0.8% | -0.6% | -0.3% |
| 30D | -5.9% | +5.0% | -11.0% | -9.0% |
| 3M | -45.6% | -3.0% | -42.5% | -46.0% |
| 6M | -43.4% | +14.8% | -58.1% | -51.3% |
| YTD | -31.0% | -8.9% | -22.1% | -29.0% |
| 1Y | +145.2% | +13.3% | +131.9% | +110.1% |
| 3Y | -24.1% | +115.4% | -139.5% | -60.4% |
| All | -49.3% | +93.7% | -143.0% | -73.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FOXA.
Daily Out/Under-Performance
Portfolio return minus FOXA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FOXA 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 FOXA 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