+90.0%
CI vs FOXA
+92.4%
-2.4%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.2% | -1.2% | -0.4% |
| 7D | -0.1% | +0.8% | -0.9% | -0.3% |
| 30D | +1.8% | +5.0% | -3.3% | +0.3% |
| 3M | -4.2% | -3.0% | -1.2% | -4.2% |
| 6M | +8.8% | +14.8% | -5.9% | +3.8% |
| YTD | +3.7% | -8.9% | +12.7% | +5.1% |
| 1Y | -6.1% | +13.3% | -19.5% | -11.3% |
| 3Y | +4.5% | +115.4% | -110.9% | -22.2% |
| 5Y | +50.5% | +95.3% | -44.8% | +13.2% |
| All | +90.0% | +92.4% | -2.4% | +27.0% |
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