+98.3%
FOXA vs ALL
+230.6%
-132.3%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.5% | +0.7% |
| 7D | -2.4% | -2.6% | +0.2% | -1.4% |
| 30D | +8.6% | +12.7% | -4.1% | +3.0% |
| 3M | +9.9% | +0.4% | +9.5% | +9.4% |
| 6M | +0.8% | +23.8% | -23.0% | -8.8% |
| YTD | -6.1% | +27.8% | -33.9% | -16.7% |
| 1Y | +3.3% | +28.9% | -25.6% | -8.9% |
| 3Y | +133.5% | +113.9% | +19.6% | +56.6% |
| 5Y | +75.8% | +157.4% | -81.5% | +1.6% |
| All | +98.3% | +230.6% | -132.3% | -6.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling