+253.6%
B vs FOXA
+98.3%
+155.3%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.9% | -2.5% | -1.7% |
| 7D | -2.7% | -2.4% | -0.3% | -2.4% |
| 30D | -4.3% | +8.6% | -12.9% | -5.2% |
| 3M | -2.3% | +9.9% | -12.2% | -3.4% |
| 6M | -16.2% | +0.8% | -17.0% | -16.7% |
| YTD | -8.8% | -6.1% | -2.7% | -8.8% |
| 1Y | +11.4% | +3.3% | +8.1% | +10.3% |
| 3Y | +174.3% | +133.5% | +40.8% | +147.0% |
| 5Y | +116.2% | +75.8% | +40.3% | +97.8% |
| All | +253.6% | +98.3% | +155.3% | +188.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling