-53.0%
BA vs FOXA
+97.5%
-150.4%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.6% | -2.2% | -1.4% |
| 7D | -1.7% | +7.9% | -9.6% | -5.7% |
| 30D | -9.5% | +8.5% | -17.9% | -13.5% |
| 3M | -26.5% | +6.2% | -32.6% | -29.4% |
| 6M | -27.4% | +8.0% | -35.4% | -32.8% |
| YTD | -20.6% | -6.5% | -14.1% | -20.9% |
| 1Y | -11.4% | +3.6% | -15.0% | -17.1% |
| 3Y | -10.8% | +136.0% | -146.9% | -52.8% |
| 5Y | -21.9% | +77.7% | -99.6% | -50.9% |
| All | -53.0% | +97.5% | -150.4% | -79.7% |
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 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