-42.5%
BA vs FOXA
+90.3%
-132.8%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.6% |
| 7D | +2.5% | -0.6% | +3.1% | +2.7% |
| 30D | -10.1% | +2.3% | -12.4% | -11.5% |
| 3M | -2.4% | -2.8% | +0.4% | -3.3% |
| 6M | -8.8% | +9.6% | -18.4% | -16.2% |
| YTD | -2.9% | -9.9% | +7.0% | -0.9% |
| 1Y | -8.8% | +5.4% | -14.1% | -16.3% |
| 3Y | -0.3% | +115.3% | -115.5% | -44.1% |
| 5Y | -0.3% | +93.1% | -93.4% | -41.2% |
| All | -42.5% | +90.3% | -132.8% | -74.5% |
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