+3,092.7%
FIX vs FOXA
+90.8%
+3,001.8%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.4% | +5.3% | +3.1% |
| 7D | +6.0% | -4.0% | +10.0% | +7.5% |
| 30D | -7.2% | +12.0% | -19.2% | -11.4% |
| 3M | -15.9% | +0.3% | -16.1% | -17.6% |
| 6M | +12.7% | +12.5% | +0.3% | +4.7% |
| YTD | +72.8% | -9.6% | +82.4% | +75.2% |
| 1Y | +122.9% | +8.6% | +114.3% | +106.9% |
| 3Y | +774.3% | +118.5% | +655.8% | +477.6% |
| 5Y | +2,049.5% | +88.8% | +1,960.7% | +1,382.4% |
| All | +3,092.7% | +90.8% | +3,001.8% | +1,679.4% |
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 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