+88.3%
XLP vs FOXA
+90.3%
-2.0%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.6% |
| 7D | -1.4% | -0.6% | -0.8% | -1.4% |
| 30D | -1.3% | +2.3% | -3.6% | -1.7% |
| 3M | +1.8% | -2.8% | +4.7% | +1.8% |
| 6M | -0.8% | +9.6% | -10.4% | -3.1% |
| YTD | +9.5% | -9.9% | +19.4% | +10.6% |
| 1Y | +7.2% | +5.4% | +1.8% | +4.8% |
| 3Y | +27.1% | +115.3% | -88.1% | +6.6% |
| 5Y | +32.0% | +93.1% | -61.0% | +11.7% |
| All | +88.3% | +90.3% | -2.0% | +46.2% |
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