+75.8%
FOXA vs BAH
+8.7%
+67.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.5% | +1.0% |
| 7D | -2.4% | -1.6% | -0.8% | -2.2% |
| 30D | +8.6% | +18.0% | -9.4% | +6.1% |
| 3M | +9.9% | +11.4% | -1.5% | +8.0% |
| 6M | +0.8% | +17.7% | -16.9% | -1.7% |
| YTD | -6.1% | +5.4% | -11.5% | -7.7% |
| 1Y | +3.3% | +2.8% | +0.5% | +1.7% |
| 3Y | +133.5% | -26.7% | +160.1% | +132.6% |
| 5Y | +75.8% | +8.1% | +67.8% | +64.7% |
| All | +75.8% | +8.7% | +67.1% | +64.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling