+1,917.3%
FIX vs FOXA
+94.4%
+1,822.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -1.5% | +7.0% | +6.0% |
| 7D | -17.5% | +5.4% | -22.8% | -19.0% |
| 30D | -41.6% | +6.3% | -47.9% | -43.1% |
| 3M | -40.6% | +8.3% | -48.9% | -42.9% |
| 6M | -49.4% | +7.6% | -57.0% | -52.3% |
| YTD | +9.2% | -7.9% | +17.1% | +9.2% |
| 1Y | +6.5% | +2.4% | +4.1% | +1.6% |
| 3Y | +448.7% | +120.3% | +328.4% | +260.6% |
| 5Y | +948.7% | +71.0% | +877.7% | +659.6% |
| All | +1,917.3% | +94.4% | +1,822.9% | +1,009.3% |
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 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