+92.4%
FOXA vs A
+95.1%
-2.7%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.7% | -1.5% | +0.4% |
| 7D | +0.8% | -2.6% | +3.4% | +1.6% |
| 30D | +5.0% | -0.9% | +5.9% | +5.1% |
| 3M | -3.0% | +13.6% | -16.7% | -7.2% |
| 6M | +14.8% | +27.8% | -13.1% | +4.8% |
| YTD | -8.9% | +8.6% | -17.5% | -12.3% |
| 1Y | +13.3% | +16.9% | -3.5% | +5.8% |
| 3Y | +115.4% | +32.9% | +82.5% | +85.9% |
| 5Y | +95.3% | -14.1% | +109.4% | +96.0% |
| All | +92.4% | +95.1% | -2.7% | +22.2% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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