-51.7%
FIG vs FOXA
+11.1%
-62.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +3.8% | +1.4% | +4.6% |
| 7D | -4.7% | +9.9% | -14.5% | -6.2% |
| 30D | +0.5% | +10.0% | -9.4% | -1.0% |
| 3M | -18.4% | +18.4% | -36.8% | -21.4% |
| 6M | +10.9% | +12.2% | -1.3% | +5.2% |
| YTD | -40.8% | -3.8% | -37.0% | -36.1% |
| 1Y | -51.7% | +8.9% | -60.6% | -55.3% |
| All | -51.7% | +11.1% | -62.8% | -55.3% |
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