-80.8%
FIG vs FOXA
+19.1%
-99.9%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.1% | -1.5% | +0.5% |
| 7D | -12.2% | -3.7% | -8.5% | -12.0% |
| 30D | -11.0% | +5.4% | -16.3% | -11.7% |
| 3M | +11.9% | -3.7% | +15.6% | +8.8% |
| 6M | -21.9% | +12.6% | -34.5% | -23.6% |
| YTD | -40.8% | -10.0% | -30.8% | -41.6% |
| 1Y | -56.6% | +15.0% | -71.7% | -55.5% |
| All | -80.8% | +19.1% | -99.9% | -79.6% |
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