+240.3%
B vs FOXA
+99.6%
+140.7%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.1% | -4.8% | -1.1% |
| 7D | -7.3% | +2.7% | -10.0% | -7.6% |
| 30D | -3.3% | +10.0% | -13.3% | -4.4% |
| 3M | -7.8% | +5.0% | -12.8% | -8.4% |
| 6M | -15.5% | +3.4% | -18.9% | -16.3% |
| YTD | -12.3% | -5.5% | -6.8% | -12.2% |
| 1Y | +5.4% | +5.5% | -0.2% | +4.1% |
| 3Y | +165.5% | +139.3% | +26.2% | +138.5% |
| 5Y | +107.0% | +77.2% | +29.8% | +89.3% |
| All | +240.3% | +99.6% | +140.7% | +177.0% |
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 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