+18.4%
BX vs FOXA
+93.7%
-75.2%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.2% | +1.3% | +1.9% |
| 7D | -5.6% | +0.8% | -6.4% | -6.0% |
| 30D | -12.2% | +5.0% | -17.3% | -14.7% |
| 3M | +7.4% | -3.0% | +10.4% | +7.0% |
| 6M | +22.2% | +14.8% | +7.4% | +9.6% |
| YTD | -14.0% | -8.9% | -5.1% | -11.7% |
| 1Y | -27.3% | +13.3% | -40.6% | -35.1% |
| 3Y | +24.5% | +115.4% | -90.9% | -27.1% |
| All | +18.4% | +93.7% | -75.2% | -26.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling