+89.6%
XLP vs FOXA
+90.8%
-1.3%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.4% | +2.6% | -0.2% |
| 7D | -1.0% | -4.0% | +2.9% | -0.4% |
| 30D | -0.9% | +12.0% | -12.9% | -2.9% |
| 3M | +3.8% | +0.3% | +3.6% | +3.2% |
| 6M | -1.7% | +12.5% | -14.2% | -4.5% |
| YTD | +10.3% | -9.6% | +19.9% | +11.3% |
| 1Y | +7.8% | +8.6% | -0.8% | +4.8% |
| 3Y | +27.2% | +118.5% | -91.3% | +6.4% |
| 5Y | +32.5% | +88.8% | -56.2% | +12.7% |
| All | +89.6% | +90.8% | -1.3% | +47.1% |
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