+195.3%
B vs FOXA
+123.0%
+72.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.6% | +2.6% | +4.0% |
| 7D | +11.3% | +7.9% | +3.5% | +10.4% |
| 30D | +2.9% | +8.5% | -5.5% | +1.9% |
| 3M | -2.9% | +6.2% | -9.0% | -3.7% |
| 6M | -1.2% | +8.0% | -9.2% | -2.9% |
| YTD | -1.3% | -6.5% | +5.2% | -0.7% |
| 1Y | +30.4% | +3.6% | +26.8% | +29.0% |
| 3Y | +195.3% | +136.0% | +59.2% | +128.7% |
| All | +195.3% | +123.0% | +72.2% | +128.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling