+25.3%
F vs FOXA
+7.2%
+18.1%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.3% | -4.0% | -4.2% |
| 7D | +1.2% | -0.6% | +1.8% | +1.2% |
| 30D | +1.2% | +2.3% | -1.1% | +1.1% |
| 3M | -5.7% | -2.8% | -2.8% | -5.5% |
| 6M | +17.9% | +9.6% | +8.3% | +17.0% |
| YTD | +10.4% | -9.9% | +20.3% | +13.4% |
| 1Y | +25.3% | +5.4% | +20.0% | +25.7% |
| All | +25.3% | +7.2% | +18.1% | +25.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling