+51.2%
XLE vs FOXA
+10.5%
+40.7%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.1% | +2.9% | +0.9% |
| 7D | +0.3% | -5.4% | +5.7% | +0.5% |
| 30D | +8.5% | +1.1% | +7.4% | +8.4% |
| 3M | +14.6% | -6.1% | +20.7% | +15.5% |
| 6M | +17.6% | +8.2% | +9.3% | +17.8% |
| YTD | +48.1% | -11.8% | +59.9% | +49.1% |
| All | +51.2% | +10.5% | +40.7% | +53.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling