-0.9%
BA vs FOXA
+89.1%
-90.0%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.4% | +4.2% | +2.0% |
| 7D | +1.2% | -4.0% | +5.1% | +2.5% |
| 30D | -11.6% | +12.0% | -23.6% | -15.3% |
| 3M | -2.4% | +0.3% | -2.6% | -3.9% |
| 6M | -6.6% | +12.5% | -19.1% | -12.6% |
| YTD | -2.2% | -9.6% | +7.4% | -0.1% |
| 1Y | -8.0% | +8.6% | -16.6% | -14.4% |
| 3Y | -5.0% | +118.5% | -123.5% | -40.0% |
| All | -0.9% | +89.1% | -90.0% | -34.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling