+182.9%
C vs FOXA
+86.3%
+96.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.1% | +2.9% | +1.9% |
| 7D | +2.6% | -5.4% | +8.0% | +5.5% |
| 30D | +1.9% | +1.1% | +0.8% | +1.0% |
| 3M | +2.8% | -6.1% | +8.9% | +3.9% |
| 6M | +30.6% | +8.2% | +22.3% | +20.8% |
| YTD | +19.9% | -11.8% | +31.7% | +24.1% |
| 1Y | +44.6% | +9.9% | +34.6% | +31.0% |
| 3Y | +272.1% | +110.7% | +161.4% | +123.7% |
| 5Y | +132.0% | +86.9% | +45.0% | +45.3% |
| All | +182.9% | +86.3% | +96.6% | +49.3% |
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