-11.9%
BA vs FOXA
+4.1%
-15.9%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.1% | -4.2% | -0.2% |
| 7D | -1.1% | +2.7% | -3.8% | -1.2% |
| 30D | -7.1% | +10.0% | -17.1% | -7.3% |
| 3M | -25.5% | +5.0% | -30.5% | -25.6% |
| 6M | -28.7% | +3.4% | -32.1% | -29.0% |
| YTD | -21.0% | -5.5% | -15.5% | -23.9% |
| 1Y | -11.9% | +5.5% | -17.4% | -10.6% |
| All | -11.9% | +4.1% | -15.9% | -10.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling