+13.3%
FOXA vs A
+18.0%
-4.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.7% | -1.5% | +1.1% |
| 7D | +0.8% | -2.6% | +3.4% | +0.9% |
| 30D | +5.0% | -0.9% | +5.9% | +5.0% |
| 3M | -3.0% | +13.6% | -16.7% | -3.7% |
| 6M | +14.8% | +27.8% | -13.1% | +13.2% |
| YTD | -8.9% | +8.6% | -17.5% | -8.4% |
| 1Y | +13.3% | +16.9% | -3.5% | +15.4% |
| All | +13.3% | +18.0% | -4.7% | +15.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling