+107.7%
COST vs FOXA
+93.7%
+14.0%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.2% | -0.9% | +0.1% |
| 7D | -1.2% | +0.8% | -2.0% | -1.3% |
| 30D | -4.7% | +5.0% | -9.8% | -5.5% |
| 3M | -7.1% | -3.0% | -4.1% | -7.1% |
| 6M | -8.5% | +14.8% | -23.3% | -11.4% |
| YTD | +5.4% | -8.9% | +14.3% | +6.6% |
| 1Y | -5.6% | +13.3% | -19.0% | -9.1% |
| 3Y | +68.5% | +115.4% | -46.9% | +38.1% |
| All | +107.7% | +93.7% | +14.0% | +69.1% |
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