+99.6%
FOXA vs ALL
+237.5%
-137.9%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.4% | +3.8% | +4.0% |
| 7D | +2.7% | +5.0% | -2.4% | +0.5% |
| 30D | +10.0% | +13.3% | -3.3% | +4.1% |
| 3M | +5.0% | +3.2% | +1.8% | +3.3% |
| 6M | +3.4% | +25.3% | -22.0% | -7.0% |
| YTD | -5.5% | +30.5% | -35.9% | -16.9% |
| 1Y | +5.5% | +29.2% | -23.7% | -6.9% |
| 3Y | +139.3% | +119.1% | +20.2% | +58.8% |
| 5Y | +77.2% | +162.6% | -85.4% | +1.5% |
| All | +99.6% | +237.5% | -137.9% | -6.6% |
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 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