+3,168.3%
FIX vs FOXA
+90.3%
+3,078.0%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.3% | +2.7% | +2.5% |
| 7D | +6.1% | -0.6% | +6.7% | +6.2% |
| 30D | -2.7% | +2.3% | -5.0% | -3.8% |
| 3M | -10.9% | -2.8% | -8.1% | -11.7% |
| 6M | +29.0% | +9.6% | +19.4% | +21.1% |
| YTD | +76.9% | -9.9% | +86.8% | +79.5% |
| 1Y | +130.7% | +5.4% | +125.4% | +117.1% |
| 3Y | +790.7% | +115.3% | +675.4% | +492.6% |
| 5Y | +2,185.6% | +93.1% | +2,092.5% | +1,456.9% |
| All | +3,168.3% | +90.3% | +3,078.0% | +1,723.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling