+103.2%
XLP vs FOXA
+94.4%
+8.8%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.5% | +0.2% | -1.0% |
| 7D | +0.7% | +5.4% | -4.6% | -0.2% |
| 30D | +10.3% | +6.3% | +4.0% | +9.1% |
| 3M | +6.5% | +8.3% | -1.8% | +4.9% |
| 6M | +8.4% | +7.6% | +0.8% | +6.2% |
| YTD | +18.2% | -7.9% | +26.1% | +18.8% |
| 1Y | +22.4% | +2.4% | +20.1% | +20.6% |
| 3Y | +41.9% | +120.3% | -78.4% | +18.5% |
| 5Y | +40.9% | +71.0% | -30.1% | +22.4% |
| All | +103.2% | +94.4% | +8.8% | +57.0% |
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