+75.8%
XBI vs FOXA
+90.1%
-14.3%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.1% | -3.7% | -2.2% |
| 7D | -4.6% | -3.7% | -0.9% | -3.5% |
| 30D | -0.8% | +5.4% | -6.1% | -2.6% |
| 3M | +21.8% | -3.7% | +25.6% | +21.8% |
| 6M | +23.2% | +12.6% | +10.6% | +16.4% |
| YTD | +28.7% | -10.0% | +38.7% | +30.8% |
| 1Y | +67.8% | +15.0% | +52.7% | +55.9% |
| 3Y | +100.6% | +115.1% | -14.4% | +47.3% |
| 5Y | +19.8% | +93.0% | -73.2% | -9.4% |
| All | +75.8% | +90.1% | -14.3% | +24.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling