+153.9%
XLC vs FOXA
+90.1%
+63.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.1% | -1.5% | 0.0% |
| 7D | -1.7% | -3.7% | +2.1% | -0.5% |
| 30D | +0.2% | +5.4% | -5.1% | -1.5% |
| 3M | +0.7% | -3.7% | +4.4% | +0.9% |
| 6M | -4.5% | +12.6% | -17.0% | -9.4% |
| YTD | -4.7% | -10.0% | +5.2% | -3.0% |
| 1Y | -1.5% | +15.0% | -16.5% | -8.0% |
| 3Y | +72.2% | +115.1% | -42.9% | +28.4% |
| 5Y | +39.3% | +93.0% | -53.7% | +6.4% |
| All | +153.9% | +90.1% | +63.7% | +78.8% |
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