+18.0%
BLK vs FOXA
+11.1%
+6.9%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +3.8% | +1.6% | +5.1% |
| 7D | +5.7% | +9.9% | -4.1% | +4.9% |
| 30D | +14.8% | +10.0% | +4.8% | +13.8% |
| 3M | +8.8% | +18.4% | -9.6% | +7.0% |
| 6M | +17.6% | +12.2% | +5.4% | +14.8% |
| YTD | +16.3% | -3.8% | +20.1% | +23.4% |
| 1Y | +18.0% | +8.9% | +9.0% | +18.8% |
| All | +18.0% | +11.1% | +6.9% | +18.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling