+165.4%
XLI vs FOXA
+90.3%
+75.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.4% |
| 7D | +1.0% | -0.6% | +1.6% | +1.1% |
| 30D | -5.8% | +2.3% | -8.1% | -6.7% |
| 3M | +0.7% | -2.8% | +3.6% | +0.4% |
| 6M | +3.2% | +9.6% | -6.4% | -1.8% |
| YTD | +13.0% | -9.9% | +22.9% | +14.9% |
| 1Y | +16.8% | +5.4% | +11.4% | +11.6% |
| 3Y | +72.4% | +115.3% | -42.8% | +24.3% |
| 5Y | +82.8% | +93.1% | -10.3% | +34.3% |
| All | +165.4% | +90.3% | +75.1% | +67.4% |
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