+419.3%
BX vs FOXA
+90.3%
+329.0%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.3% | -1.5% |
| 7D | -2.0% | -0.6% | -1.3% | -1.7% |
| 30D | -2.3% | +2.3% | -4.6% | -3.7% |
| 3M | +18.5% | -2.8% | +21.4% | +17.8% |
| 6M | +23.7% | +9.6% | +14.1% | +15.4% |
| YTD | -10.4% | -9.9% | -0.5% | -8.3% |
| 1Y | -19.6% | +5.4% | -24.9% | -24.2% |
| 3Y | +30.8% | +115.3% | -84.5% | -13.4% |
| 5Y | +24.3% | +93.1% | -68.7% | -13.7% |
| All | +419.3% | +90.3% | +329.0% | +205.5% |
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 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