+98.3%
FOXA vs ALB
+24.1%
+74.2%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.1% | -0.2% | +0.7% |
| 7D | -2.4% | +1.1% | -3.5% | -2.6% |
| 30D | +8.6% | -2.6% | +11.2% | +8.9% |
| 3M | +9.9% | -25.6% | +35.4% | +15.1% |
| 6M | +0.8% | -54.0% | +54.9% | +14.4% |
| YTD | -6.1% | -31.6% | +25.5% | -2.2% |
| 1Y | +3.3% | -6.6% | +9.8% | +1.1% |
| 3Y | +133.5% | -14.0% | +147.5% | +116.2% |
| 5Y | +75.8% | -62.5% | +138.4% | +88.0% |
| All | +98.3% | +24.1% | +74.2% | +26.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 ALB 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