-52.7%
BA vs FOXA
+94.4%
-147.1%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.0% | +1.3% |
| 7D | +1.1% | +5.4% | -4.3% | -1.8% |
| 30D | -7.9% | +6.3% | -14.2% | -11.1% |
| 3M | -25.3% | +8.3% | -33.6% | -29.0% |
| 6M | -24.6% | +7.6% | -32.2% | -30.1% |
| YTD | -20.1% | -7.9% | -12.2% | -19.7% |
| 1Y | -11.8% | +2.4% | -14.1% | -16.9% |
| 3Y | -10.1% | +120.3% | -130.5% | -50.3% |
| 5Y | -22.7% | +71.0% | -93.7% | -50.3% |
| All | -52.7% | +94.4% | -147.1% | -79.4% |
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