+46.5%
F vs FOXA
+89.1%
-42.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.3% | -4.0% | -4.1% |
| 7D | +1.2% | -0.6% | +1.8% | +1.4% |
| 30D | +1.2% | +2.3% | -1.1% | 0.0% |
| 3M | -5.7% | -2.8% | -2.8% | -5.8% |
| 6M | +17.9% | +9.6% | +8.3% | +9.9% |
| YTD | +10.4% | -9.9% | +20.3% | +13.7% |
| 1Y | +25.3% | +5.4% | +20.0% | +17.3% |
| 3Y | +37.5% | +115.3% | -77.8% | -18.9% |
| 5Y | +46.5% | +93.1% | -46.6% | -10.5% |
| All | +46.5% | +89.1% | -42.6% | -10.5% |
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