+108.6%
FOXA vs BB
+66.7%
+41.9%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.5% | -0.6% | -2.0% |
| 7D | -5.4% | +1.8% | -7.3% | -5.6% |
| 30D | +1.1% | -12.2% | +13.4% | +2.1% |
| 3M | -6.1% | -12.3% | +6.2% | -6.1% |
| 6M | +8.2% | +122.7% | -114.5% | -3.4% |
| YTD | -11.8% | +104.5% | -116.3% | -20.6% |
| 1Y | +9.9% | +106.7% | -96.7% | -1.6% |
| All | +108.6% | +66.7% | +41.9% | +78.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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