+117.4%
CSCO vs FOXA
+86.6%
+30.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.1% | +2.3% | +0.7% |
| 7D | 0.0% | -5.4% | +5.4% | +1.2% |
| 30D | -10.7% | +1.1% | -11.9% | -11.2% |
| 3M | -8.7% | -6.1% | -2.6% | -7.9% |
| 6M | +44.9% | +8.2% | +36.7% | +39.8% |
| YTD | +44.1% | -11.8% | +55.9% | +47.3% |
| 1Y | +65.9% | +9.9% | +55.9% | +58.0% |
| 3Y | +109.0% | +110.7% | -1.7% | +62.2% |
| All | +117.4% | +86.6% | +30.8% | +72.5% |
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 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