+998.9%
ASX vs FOXA
+94.4%
+904.5%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -1.5% | +7.9% | +6.8% |
| 7D | -19.9% | +5.4% | -25.3% | -21.0% |
| 30D | -30.9% | +6.3% | -37.2% | -32.2% |
| 3M | -15.1% | +8.3% | -23.4% | -17.7% |
| 6M | -6.5% | +7.6% | -14.1% | -10.5% |
| YTD | +98.4% | -7.9% | +106.4% | +98.9% |
| 1Y | +107.9% | +2.4% | +105.5% | +100.6% |
| 3Y | +325.3% | +120.3% | +204.9% | +208.9% |
| 5Y | +447.3% | +71.0% | +376.3% | +327.5% |
| All | +998.9% | +94.4% | +904.5% | +584.8% |
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