+305.1%
B vs FOXA
+90.8%
+214.3%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.4% | +1.2% | -1.8% |
| 7D | -1.6% | -4.0% | +2.4% | -1.2% |
| 30D | +9.4% | +12.0% | -2.5% | +8.1% |
| 3M | +5.0% | +0.3% | +4.7% | +4.5% |
| 6M | -3.5% | +12.5% | -16.0% | -5.2% |
| YTD | +4.5% | -9.6% | +14.1% | +5.1% |
| 1Y | +67.8% | +8.6% | +59.2% | +65.2% |
| 3Y | +196.7% | +118.5% | +78.2% | +169.2% |
| 5Y | +151.9% | +88.8% | +63.2% | +129.6% |
| All | +305.1% | +90.8% | +214.3% | +231.7% |
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 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