+136.0%
FOXA vs ACWI
+74.5%
+61.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.6% | -1.0% | +0.2% |
| 7D | +7.9% | +0.3% | +7.5% | +7.7% |
| 30D | +8.5% | -2.8% | +11.3% | +10.0% |
| 3M | +6.2% | -3.2% | +9.3% | +7.9% |
| 6M | +8.0% | +1.3% | +6.7% | +6.7% |
| YTD | -6.5% | +11.2% | -17.7% | -13.2% |
| 1Y | +3.6% | +13.8% | -10.2% | -5.4% |
| 3Y | +136.0% | +76.2% | +59.8% | +44.2% |
| All | +136.0% | +74.5% | +61.5% | +44.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling