+21.3%
BAC vs FOXA
+76.4%
-55.1%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.7% | +0.4% |
| 7D | +2.1% | +0.4% | +1.7% | +2.0% |
| 30D | -6.7% | +7.9% | -14.6% | -9.2% |
| 3M | -20.2% | +6.7% | -26.9% | -22.4% |
| 6M | -0.2% | +7.5% | -7.7% | -4.8% |
| YTD | -6.4% | -6.9% | +0.6% | -5.2% |
| 1Y | -3.1% | +2.2% | -5.3% | -6.0% |
| 3Y | +96.7% | +131.4% | -34.7% | +28.2% |
| 5Y | +21.3% | +76.2% | -54.9% | -12.5% |
| All | +21.3% | +76.4% | -55.1% | -12.5% |
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 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