+90.1%
FOXA vs ALL
+217.5%
-127.4%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.7% | +2.8% | +2.4% |
| 7D | -3.7% | -4.3% | +0.6% | -1.9% |
| 30D | +5.4% | -3.6% | +8.9% | +7.0% |
| 3M | -3.7% | +13.2% | -16.9% | -9.1% |
| 6M | +12.6% | +22.5% | -9.9% | +2.3% |
| YTD | -10.0% | +22.7% | -32.7% | -18.6% |
| 1Y | +15.0% | +28.3% | -13.3% | +1.7% |
| 3Y | +115.1% | +152.0% | -36.9% | +32.3% |
| 5Y | +93.0% | +115.4% | -22.4% | +23.9% |
| All | +90.1% | +217.5% | -127.4% | -8.5% |
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