+1,898.7%
BE vs FOXA
+90.3%
+1,808.4%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -0.3% | +9.9% | +9.8% |
| 7D | +29.8% | -0.6% | +30.4% | +30.0% |
| 30D | +26.4% | +2.3% | +24.1% | +24.1% |
| 3M | +9.3% | -2.8% | +12.2% | +7.1% |
| 6M | +105.1% | +9.6% | +95.5% | +84.6% |
| YTD | +219.0% | -9.9% | +228.9% | +223.4% |
| 1Y | +418.8% | +5.4% | +413.4% | +366.9% |
| 3Y | +1,784.6% | +115.3% | +1,669.3% | +869.6% |
| 5Y | +1,251.0% | +93.1% | +1,157.9% | +648.5% |
| All | +1,898.7% | +90.3% | +1,808.4% | +752.0% |
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