+170.2%
BKR vs FOXA
+92.4%
+77.8%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.2% | -1.7% | -1.0% |
| 7D | -7.0% | +0.8% | -7.8% | -7.3% |
| 30D | -8.1% | +5.0% | -13.2% | -10.1% |
| 3M | -6.6% | -3.0% | -3.6% | -6.9% |
| 6M | +0.9% | +14.8% | -13.9% | -7.1% |
| YTD | +31.1% | -8.9% | +40.0% | +32.9% |
| 1Y | +27.7% | +13.3% | +14.4% | +16.5% |
| 3Y | +71.2% | +115.4% | -44.2% | +13.9% |
| 5Y | +177.6% | +95.3% | +82.4% | +86.4% |
| All | +170.2% | +92.4% | +77.8% | +48.7% |
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