+104.0%
CI vs FOXA
+98.3%
+5.7%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.5% | -0.8% |
| 7D | -1.3% | -2.4% | +1.1% | -0.7% |
| 30D | +6.4% | +8.6% | -2.2% | +4.1% |
| 3M | +10.7% | +9.9% | +0.8% | +7.8% |
| 6M | +5.5% | +0.8% | +4.6% | +4.3% |
| YTD | +11.4% | -6.1% | +17.5% | +11.9% |
| 1Y | +15.0% | +3.3% | +11.8% | +12.5% |
| 3Y | +9.0% | +133.5% | -124.5% | -20.8% |
| 5Y | +52.0% | +75.8% | -23.9% | +19.8% |
| All | +104.0% | +98.3% | +5.7% | +35.2% |
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