+91.7%
FOXA vs ALL
+236.3%
-144.6%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.7% | -5.1% | -4.1% |
| 7D | -2.9% | 0.0% | -2.9% | -3.0% |
| 30D | +5.1% | +12.8% | -7.7% | -0.3% |
| 3M | +4.7% | +4.7% | 0.0% | +2.4% |
| 6M | -0.2% | +24.9% | -25.2% | -10.2% |
| YTD | -9.2% | +30.0% | -39.2% | -20.1% |
| 1Y | -0.6% | +29.9% | -30.5% | -12.6% |
| 3Y | +125.7% | +117.5% | +8.2% | +50.3% |
| 5Y | +70.2% | +161.7% | -91.5% | -2.4% |
| All | +91.7% | +236.3% | -144.6% | -10.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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