+150.9%
XLF vs FOXA
+90.3%
+60.6%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.1% | -1.3% |
| 7D | +0.2% | -0.6% | +0.8% | +0.4% |
| 30D | -0.5% | +2.3% | -2.8% | -1.6% |
| 3M | +10.6% | -2.8% | +13.5% | +10.3% |
| 6M | +14.3% | +9.6% | +4.7% | +8.0% |
| YTD | +5.5% | -9.9% | +15.4% | +7.7% |
| 1Y | +9.6% | +5.4% | +4.2% | +4.2% |
| 3Y | +75.2% | +115.3% | -40.1% | +20.9% |
| 5Y | +65.5% | +93.1% | -27.5% | +17.0% |
| All | +150.9% | +90.3% | +60.6% | +53.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling