+40.3%
XLC vs FOXA
+93.7%
-53.3%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.2% | -0.2% | +0.6% |
| 7D | +0.5% | +0.8% | -0.3% | +0.2% |
| 30D | +2.1% | +5.0% | -2.9% | +0.4% |
| 3M | +0.7% | -3.0% | +3.7% | +0.7% |
| 6M | -3.2% | +14.8% | -18.0% | -9.3% |
| YTD | -3.8% | -8.9% | +5.1% | -1.9% |
| 1Y | -2.0% | +13.3% | -15.4% | -8.7% |
| 3Y | +71.4% | +115.4% | -44.1% | +20.3% |
| All | +40.3% | +93.7% | -53.3% | +0.2% |
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