+1,888.1%
BE vs FOXA
+92.4%
+1,795.7%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +1.2% | +5.5% | +6.0% |
| 7D | +9.0% | +0.8% | +8.3% | +8.5% |
| 30D | +16.3% | +5.0% | +11.2% | +12.3% |
| 3M | +10.8% | -3.0% | +13.8% | +8.7% |
| 6M | +73.2% | +14.8% | +58.4% | +51.6% |
| YTD | +217.4% | -8.9% | +226.3% | +219.6% |
| 1Y | +309.8% | +13.3% | +296.5% | +253.0% |
| 3Y | +1,726.2% | +115.4% | +1,610.7% | +840.7% |
| 5Y | +1,306.2% | +95.3% | +1,210.9% | +673.8% |
| All | +1,888.1% | +92.4% | +1,795.7% | +742.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling