+116.7%
XRT vs FOXA
+90.8%
+25.9%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.4% | +4.4% | +2.4% |
| 7D | +0.8% | -4.0% | +4.8% | +2.5% |
| 30D | -4.2% | +12.0% | -16.2% | -9.1% |
| 3M | +5.1% | +0.3% | +4.8% | +3.3% |
| 6M | +2.4% | +12.5% | -10.1% | -5.2% |
| YTD | +3.2% | -9.6% | +12.8% | +5.3% |
| 1Y | +1.5% | +8.6% | -7.1% | -5.8% |
| 3Y | +40.6% | +118.5% | -78.0% | -8.6% |
| 5Y | -1.0% | +88.8% | -89.7% | -31.7% |
| All | +116.7% | +90.8% | +25.9% | +27.8% |
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