+32.0%
XEL vs FOXA
+93.7%
-61.6%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.2% | -1.0% | 0.0% |
| 7D | -0.3% | +0.8% | -1.1% | -0.4% |
| 30D | -3.9% | +5.0% | -9.0% | -4.5% |
| 3M | -2.8% | -3.0% | +0.2% | -2.7% |
| 6M | -5.4% | +14.8% | -20.2% | -7.3% |
| YTD | +3.8% | -8.9% | +12.7% | +4.7% |
| 1Y | +6.8% | +13.3% | -6.5% | +4.2% |
| 3Y | +45.6% | +115.4% | -69.8% | +27.4% |
| All | +32.0% | +93.7% | -61.6% | +16.3% |
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