+90.3%
FOXA vs ACWI
+159.7%
-69.4%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | +0.1% |
| 7D | -0.6% | +1.1% | -1.7% | -1.5% |
| 30D | +2.3% | -0.2% | +2.5% | +2.5% |
| 3M | -2.8% | +4.7% | -7.5% | -6.8% |
| 6M | +9.6% | +14.5% | -4.9% | -2.9% |
| YTD | -9.9% | +14.6% | -24.5% | -20.4% |
| 1Y | +5.4% | +21.4% | -16.1% | -11.6% |
| 3Y | +115.3% | +77.6% | +37.7% | +28.7% |
| 5Y | +93.1% | +68.1% | +25.0% | +20.8% |
| All | +90.3% | +159.7% | -69.4% | -25.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 ACWI 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