+64.7%
XLC vs FOXA
+136.9%
-72.2%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.1% | -3.1% | +0.1% |
| 7D | +3.7% | +2.7% | +1.1% | +3.1% |
| 30D | -1.9% | +10.0% | -11.9% | -4.1% |
| 3M | -3.1% | +5.0% | -8.1% | -4.3% |
| 6M | -6.4% | +3.4% | -9.8% | -7.9% |
| YTD | -6.8% | -5.5% | -1.3% | -6.0% |
| 1Y | -1.7% | +5.5% | -7.2% | -4.1% |
| 3Y | +64.7% | +139.3% | -74.6% | +32.6% |
| All | +64.7% | +136.9% | -72.2% | +32.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling