+61.3%
EXC vs FOXA
+90.8%
-29.6%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.4% | +2.3% | -0.2% |
| 7D | +0.3% | -4.0% | +4.2% | +1.3% |
| 30D | -3.7% | +12.0% | -15.7% | -6.6% |
| 3M | -1.3% | +0.3% | -1.5% | -2.2% |
| 6M | -9.7% | +12.5% | -22.2% | -13.7% |
| YTD | +2.9% | -9.6% | +12.5% | +4.3% |
| 1Y | +4.4% | +8.6% | -4.2% | -0.3% |
| 3Y | +22.2% | +118.5% | -96.3% | -9.4% |
| 5Y | +46.7% | +88.8% | -42.0% | +11.1% |
| All | +61.3% | +90.8% | -29.6% | -1.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling