+148.3%
XLC vs FOXA
+99.6%
+48.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.1% | -3.1% | -0.2% |
| 7D | +3.7% | +2.7% | +1.1% | +2.9% |
| 30D | -1.9% | +10.0% | -11.9% | -4.9% |
| 3M | -3.1% | +5.0% | -8.1% | -4.8% |
| 6M | -6.4% | +3.4% | -9.8% | -8.5% |
| YTD | -6.8% | -5.5% | -1.3% | -6.7% |
| 1Y | -1.7% | +5.5% | -7.2% | -5.2% |
| 3Y | +64.7% | +139.3% | -74.6% | +18.4% |
| 5Y | +41.1% | +77.2% | -36.1% | +10.5% |
| All | +148.3% | +99.6% | +48.7% | +71.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling