-15.8%
F vs FOXA
+70.7%
-86.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | -0.1% |
| 7D | +1.6% | +5.4% | -3.8% | -0.7% |
| 30D | +2.6% | +6.3% | -3.6% | -0.1% |
| 3M | -8.8% | +8.3% | -17.1% | -12.4% |
| 6M | +4.6% | +7.6% | -3.0% | -1.5% |
| YTD | -1.9% | -7.9% | +6.1% | -0.2% |
| 1Y | -0.8% | +2.4% | -3.1% | -4.9% |
| 3Y | +43.5% | +120.3% | -76.9% | -16.3% |
| All | -15.8% | +70.7% | -86.6% | -44.8% |
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