+398.1%
BX vs FOXA
+92.4%
+305.8%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.2% | +1.3% | +2.0% |
| 7D | -5.6% | +0.8% | -6.4% | -5.9% |
| 30D | -12.2% | +5.0% | -17.3% | -14.4% |
| 3M | +7.4% | -3.0% | +10.4% | +6.8% |
| 6M | +22.2% | +14.8% | +7.4% | +11.4% |
| YTD | -14.0% | -8.9% | -5.1% | -12.5% |
| 1Y | -27.3% | +13.3% | -40.6% | -33.8% |
| 3Y | +24.5% | +115.4% | -90.9% | -17.5% |
| 5Y | +18.9% | +95.3% | -76.4% | -17.9% |
| All | +398.1% | +92.4% | +305.8% | +191.7% |
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