+13.3%
FOXA vs ALL
+29.5%
-16.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.8% | +0.4% | +1.0% |
| 7D | +0.8% | -2.3% | +3.1% | +1.3% |
| 30D | +5.0% | -0.4% | +5.5% | +5.2% |
| 3M | -3.0% | +16.0% | -19.1% | -5.4% |
| 6M | +14.8% | +24.6% | -9.8% | +10.3% |
| YTD | -8.9% | +23.7% | -32.6% | -12.0% |
| 1Y | +13.3% | +27.7% | -14.4% | +7.2% |
| All | +13.3% | +29.5% | -16.2% | +7.2% |
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