+62.2%
BP vs FOXA
+86.3%
-24.1%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.1% | +3.9% | +2.5% |
| 7D | +4.0% | -5.4% | +9.4% | +6.0% |
| 30D | +7.8% | +1.1% | +6.7% | +7.0% |
| 3M | +8.4% | -6.1% | +14.5% | +9.4% |
| 6M | +15.1% | +8.2% | +6.8% | +9.3% |
| YTD | +36.4% | -11.8% | +48.2% | +40.0% |
| 1Y | +40.9% | +9.9% | +31.0% | +31.4% |
| 3Y | +38.8% | +110.7% | -71.9% | -5.0% |
| 5Y | +141.1% | +86.9% | +54.2% | +69.2% |
| All | +62.2% | +86.3% | -24.1% | -6.7% |
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 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