+75.8%
FOXA vs ALL
+158.6%
-82.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.5% | +0.8% |
| 7D | -2.4% | -2.6% | +0.2% | -1.7% |
| 30D | +8.6% | +12.7% | -4.1% | +5.0% |
| 3M | +9.9% | +0.4% | +9.5% | +9.6% |
| 6M | +0.8% | +23.8% | -23.0% | -5.3% |
| YTD | -6.1% | +27.8% | -33.9% | -12.8% |
| 1Y | +3.3% | +28.9% | -25.6% | -4.5% |
| 3Y | +133.5% | +113.9% | +19.6% | +83.1% |
| 5Y | +75.8% | +157.4% | -81.5% | +24.6% |
| All | +75.8% | +158.6% | -82.8% | +24.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling