+106.3%
XLP vs FOXA
+98.3%
+8.0%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | +0.3% |
| 7D | -0.5% | -2.4% | +1.9% | -0.1% |
| 30D | +8.3% | +8.6% | -0.3% | +6.8% |
| 3M | +8.7% | +9.9% | -1.2% | +6.8% |
| 6M | +11.2% | +0.8% | +10.4% | +10.3% |
| YTD | +20.0% | -6.1% | +26.1% | +20.2% |
| 1Y | +21.3% | +3.3% | +18.1% | +19.4% |
| 3Y | +43.8% | +133.5% | -89.7% | +18.8% |
| 5Y | +43.3% | +75.8% | -32.5% | +23.9% |
| All | +106.3% | +98.3% | +8.0% | +58.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling