+72.9%
BAC vs FOXA
+89.1%
-16.2%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.4% |
| 7D | +1.2% | -0.6% | +1.8% | +1.3% |
| 30D | -0.7% | +2.3% | -3.1% | -1.7% |
| 3M | +16.9% | -2.8% | +19.8% | +17.0% |
| 6M | +29.6% | +9.6% | +20.0% | +22.4% |
| YTD | +15.3% | -9.9% | +25.2% | +18.3% |
| 1Y | +28.8% | +5.4% | +23.5% | +22.5% |
| 3Y | +136.4% | +115.3% | +21.1% | +59.2% |
| 5Y | +72.9% | +93.1% | -20.2% | +13.4% |
| All | +72.9% | +89.1% | -16.2% | +13.4% |
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 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