+177.2%
XLE vs FOXA
+90.1%
+87.0%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.1% | -2.6% | -1.4% |
| 7D | +0.5% | -3.7% | +4.2% | +1.9% |
| 30D | +6.6% | +5.4% | +1.2% | +4.1% |
| 3M | +12.3% | -3.7% | +16.0% | +12.4% |
| 6M | +18.4% | +12.6% | +5.8% | +10.3% |
| YTD | +47.2% | -10.0% | +57.2% | +50.3% |
| 1Y | +50.3% | +15.0% | +35.2% | +36.7% |
| 3Y | +55.3% | +115.1% | -59.8% | +3.5% |
| 5Y | +226.0% | +93.0% | +132.9% | +121.1% |
| All | +177.2% | +90.1% | +87.0% | +57.2% |
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 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