+90.9%
FOXA vs ALL
+115.0%
-24.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.4% | +2.1% | +0.4% |
| 7D | -0.6% | -1.7% | +1.1% | -0.1% |
| 30D | +2.3% | -4.7% | +7.0% | +3.7% |
| 3M | -2.8% | +18.4% | -21.2% | -7.4% |
| 6M | +9.6% | +20.5% | -10.9% | +3.7% |
| YTD | -9.9% | +23.5% | -33.4% | -15.5% |
| 1Y | +5.4% | +29.0% | -23.6% | -2.6% |
| 3Y | +115.3% | +153.7% | -38.4% | +59.7% |
| All | +90.9% | +115.0% | -24.1% | +49.6% |
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