+93.1%
FOXA vs BB
-26.5%
+119.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.7% | -0.6% | +1.0% |
| 7D | +0.8% | -0.4% | +1.2% | +0.8% |
| 30D | +5.0% | -12.5% | +17.6% | +6.4% |
| 3M | -3.0% | -17.4% | +14.4% | -2.1% |
| 6M | +14.8% | +119.1% | -104.4% | +0.8% |
| YTD | -8.9% | +102.4% | -111.3% | -19.2% |
| 1Y | +13.3% | +98.2% | -84.9% | +0.3% |
| 3Y | +115.4% | +46.9% | +68.5% | +92.8% |
| All | +93.1% | -26.5% | +119.6% | +89.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling