+36.4%
BP vs FOXA
+118.5%
-82.1%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.3% | +2.7% | +2.5% |
| 7D | +0.9% | -0.6% | +1.5% | +1.0% |
| 30D | +9.1% | +2.3% | +6.8% | +8.6% |
| 3M | +3.9% | -2.8% | +6.8% | +4.3% |
| 6M | +13.6% | +9.6% | +4.0% | +11.5% |
| YTD | +34.0% | -9.9% | +43.9% | +36.1% |
| 1Y | +39.2% | +5.4% | +33.8% | +36.9% |
| 3Y | +36.4% | +115.3% | -78.8% | +19.8% |
| All | +36.4% | +118.5% | -82.1% | +19.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling