+3.1%
FERG vs FOXA
+11.1%
-8.0%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +3.8% | -1.1% | +2.6% |
| 7D | +7.7% | +9.9% | -2.2% | +7.4% |
| 30D | +11.5% | +10.0% | +1.5% | +11.2% |
| 3M | -2.4% | +18.4% | -20.8% | -2.8% |
| 6M | -4.0% | +12.2% | -16.2% | -4.9% |
| YTD | +13.4% | -3.8% | +17.1% | +10.2% |
| 1Y | +3.1% | +8.9% | -5.9% | -2.1% |
| All | +3.1% | +11.1% | -8.0% | -2.1% |
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