-80.3%
FIG vs FOXA
+19.2%
-99.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -0.3% | -5.4% | -5.7% |
| 7D | -16.4% | -0.6% | -15.7% | -16.3% |
| 30D | -2.3% | +2.3% | -4.6% | -2.9% |
| 3M | +7.8% | -2.8% | +10.7% | +4.9% |
| 6M | -21.8% | +9.6% | -31.4% | -23.6% |
| YTD | -39.1% | -9.9% | -29.2% | -40.0% |
| 1Y | -56.6% | +5.4% | -62.0% | -58.9% |
| All | -80.3% | +19.2% | -99.5% | -79.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling