+112.9%
FOXA vs BAX
-34.3%
+147.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.9% | +2.9% | +2.2% |
| 7D | -3.7% | -5.4% | +1.7% | -3.0% |
| 30D | +5.4% | -12.4% | +17.7% | +7.3% |
| 3M | -3.7% | +19.1% | -22.8% | -6.2% |
| 6M | +12.6% | +38.6% | -26.0% | +7.3% |
| YTD | -10.0% | +26.7% | -36.7% | -13.1% |
| 1Y | +15.0% | +1.0% | +14.0% | +14.3% |
| All | +112.9% | -34.3% | +147.3% | +123.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 3y: compounded portfolio wealth divided by compounded BAX 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…
3y analysis · Full analysis span regression · 6 months rolling