+139.3%
FOXA vs A
+64.5%
+74.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.5% | +3.6% | +4.0% |
| 7D | +2.7% | -0.5% | +3.1% | +2.8% |
| 30D | +10.0% | 0.0% | +10.0% | +10.0% |
| 3M | +5.0% | +16.7% | -11.7% | +1.9% |
| 6M | +3.4% | +54.8% | -51.4% | -5.7% |
| YTD | -5.5% | +28.8% | -34.3% | -10.0% |
| 1Y | +5.5% | +19.3% | -13.8% | +2.3% |
| 3Y | +139.3% | +65.5% | +73.8% | +114.3% |
| All | +139.3% | +64.5% | +74.8% | +114.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling