+159.4%
BAC vs FOXA
+90.8%
+68.6%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.4% | +3.3% | +1.5% |
| 7D | +1.1% | -4.0% | +5.1% | +2.9% |
| 30D | -0.4% | +12.0% | -12.4% | -5.8% |
| 3M | +16.9% | +0.3% | +16.6% | +14.6% |
| 6M | +26.6% | +12.5% | +14.1% | +16.3% |
| YTD | +15.8% | -9.6% | +25.4% | +18.2% |
| 1Y | +27.2% | +8.6% | +18.6% | +17.3% |
| 3Y | +132.4% | +118.5% | +13.9% | +46.3% |
| 5Y | +72.6% | +88.8% | -16.2% | +14.4% |
| All | +159.4% | +90.8% | +68.6% | +43.6% |
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 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