+54.9%
XLE vs FOXA
+118.5%
-63.5%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.4% | +1.2% |
| 7D | 0.0% | -0.6% | +0.6% | +0.1% |
| 30D | +12.6% | +2.3% | +10.3% | +12.0% |
| 3M | +11.8% | -2.8% | +14.7% | +12.4% |
| 6M | +16.1% | +9.6% | +6.5% | +12.8% |
| YTD | +46.9% | -9.9% | +56.8% | +50.5% |
| 1Y | +53.3% | +5.4% | +47.9% | +49.3% |
| 3Y | +54.9% | +115.3% | -60.3% | +21.7% |
| All | +54.9% | +118.5% | -63.5% | +21.7% |
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