+1,218.2%
BE vs FOXA
+90.4%
+1,127.7%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +2.1% | -6.1% | -4.9% |
| 7D | +9.7% | -3.7% | +13.5% | +11.3% |
| 30D | +22.4% | +5.4% | +17.0% | +19.2% |
| 3M | +10.4% | -3.7% | +14.1% | +10.0% |
| 6M | +67.9% | +12.6% | +55.3% | +52.5% |
| YTD | +197.5% | -10.0% | +207.5% | +205.3% |
| 1Y | +310.6% | +15.0% | +295.5% | +259.6% |
| 3Y | +1,657.2% | +115.1% | +1,542.1% | +801.1% |
| 5Y | +1,218.2% | +93.0% | +1,125.1% | +562.4% |
| All | +1,218.2% | +90.4% | +1,127.7% | +562.4% |
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