+104.5%
F vs FOXA
+99.6%
+4.9%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.1% | -4.0% | -1.8% |
| 7D | -3.1% | +2.7% | -5.8% | -4.3% |
| 30D | 0.0% | +10.0% | -9.9% | -4.7% |
| 3M | -13.2% | +5.0% | -18.2% | -15.8% |
| 6M | -10.2% | +3.4% | -13.6% | -14.1% |
| YTD | -4.9% | -5.5% | +0.6% | -5.6% |
| 1Y | -6.1% | +5.5% | -11.6% | -12.2% |
| 3Y | +46.0% | +139.3% | -93.3% | -15.9% |
| 5Y | -15.7% | +77.2% | -92.9% | -43.2% |
| All | +104.5% | +99.6% | +4.9% | +5.5% |
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 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