+161.9%
XLE vs FOXA
+81.6%
+80.3%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.9% | +1.0% | +1.7% |
| 7D | -0.2% | -2.4% | +2.2% | +0.3% |
| 30D | -4.0% | +8.6% | -12.6% | -6.0% |
| 3M | +4.6% | +9.9% | -5.3% | +1.8% |
| 6M | +12.3% | +0.8% | +11.5% | +11.2% |
| YTD | +44.5% | -6.1% | +50.6% | +45.7% |
| 1Y | +42.4% | +3.3% | +39.1% | +39.3% |
| 3Y | +67.0% | +133.5% | -66.5% | +24.8% |
| 5Y | +161.9% | +75.8% | +86.1% | +109.8% |
| All | +161.9% | +81.6% | +80.3% | +109.8% |
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