+92.4%
FOXA vs BAH
+57.4%
+35.0%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.3% | +0.9% | +1.1% |
| 7D | +0.8% | +4.3% | -3.5% | -0.1% |
| 30D | +5.0% | -2.5% | +7.5% | +5.5% |
| 3M | -3.0% | -0.9% | -2.1% | -3.1% |
| 6M | +14.8% | +1.5% | +13.3% | +13.7% |
| YTD | -8.9% | -8.0% | -0.9% | -8.4% |
| 1Y | +13.3% | -24.7% | +38.1% | +18.4% |
| 3Y | +115.4% | -28.4% | +143.8% | +116.5% |
| 5Y | +95.3% | +2.8% | +92.5% | +69.6% |
| All | +92.4% | +57.4% | +35.0% | +29.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 10y: compounded portfolio wealth divided by compounded BAH 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…
10y analysis · Full analysis span regression · 6 months rolling