+282.7%
B vs FOXA
+97.5%
+185.2%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.6% | +2.6% | +4.1% |
| 7D | +11.3% | +7.9% | +3.5% | +10.5% |
| 30D | +2.9% | +8.5% | -5.5% | +2.0% |
| 3M | -2.9% | +6.2% | -9.0% | -3.6% |
| 6M | -1.2% | +8.0% | -9.2% | -2.5% |
| YTD | -1.3% | -6.5% | +5.2% | -1.2% |
| 1Y | +30.4% | +3.6% | +26.8% | +29.1% |
| 3Y | +195.3% | +136.0% | +59.2% | +165.6% |
| 5Y | +146.2% | +77.7% | +68.5% | +125.1% |
| All | +282.7% | +97.5% | +185.2% | +211.9% |
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