+63.6%
BP vs FOXA
+90.1%
-26.5%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.1% | -1.2% | +0.1% |
| 7D | +5.7% | -3.7% | +9.5% | +7.1% |
| 30D | +8.1% | +5.4% | +2.7% | +5.7% |
| 3M | +8.6% | -3.7% | +12.3% | +8.7% |
| 6M | +18.1% | +12.6% | +5.6% | +10.6% |
| YTD | +37.6% | -10.0% | +47.6% | +40.2% |
| 1Y | +39.4% | +15.0% | +24.4% | +27.7% |
| 3Y | +40.1% | +115.1% | -75.0% | -4.8% |
| 5Y | +141.3% | +93.0% | +48.3% | +67.1% |
| All | +63.6% | +90.1% | -26.5% | -6.6% |
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