-2.6%
XRT vs FOXA
+90.4%
-93.1%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.1% | -2.9% | -1.6% |
| 7D | -3.6% | -3.7% | +0.2% | -2.2% |
| 30D | -6.7% | +5.4% | -12.0% | -8.9% |
| 3M | -1.4% | -3.7% | +2.3% | -1.2% |
| 6M | +1.7% | +12.6% | -10.9% | -5.9% |
| YTD | -1.5% | -10.0% | +8.5% | +1.2% |
| 1Y | -2.5% | +15.0% | -17.5% | -12.3% |
| 3Y | +39.9% | +115.1% | -75.2% | -13.2% |
| 5Y | -2.6% | +93.0% | -95.7% | -38.9% |
| All | -2.6% | +90.4% | -93.1% | -38.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling