+90.3%
FOXA vs BAX
-62.5%
+152.8%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.8% | +3.5% | +0.5% |
| 7D | -0.6% | -2.4% | +1.8% | -0.1% |
| 30D | +2.3% | -9.7% | +12.1% | +4.6% |
| 3M | -2.8% | +29.3% | -32.1% | -8.5% |
| 6M | +9.6% | +40.7% | -31.1% | +0.8% |
| YTD | -9.9% | +30.3% | -40.2% | -16.1% |
| 1Y | +5.4% | +3.4% | +2.0% | +2.9% |
| 3Y | +115.3% | -32.0% | +147.3% | +128.9% |
| 5Y | +93.1% | -66.9% | +159.9% | +156.8% |
| All | +90.3% | -62.5% | +152.8% | +143.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling