-0.6%
FOXA vs ALL
+31.1%
-31.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.7% | -5.1% | -3.7% |
| 7D | -2.9% | 0.0% | -2.9% | -2.9% |
| 30D | +5.1% | +12.8% | -7.7% | +2.5% |
| 3M | +4.7% | +4.7% | 0.0% | +3.6% |
| 6M | -0.2% | +24.9% | -25.2% | -3.3% |
| YTD | -9.2% | +30.0% | -39.2% | -11.6% |
| 1Y | -0.6% | +29.9% | -30.5% | -3.2% |
| All | -0.6% | +31.1% | -31.7% | -3.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling