+92.4%
FOXA vs BBWI
+6.1%
+86.2%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +6.4% | -5.3% | 0.0% |
| 7D | +0.8% | -4.8% | +5.6% | +1.6% |
| 30D | +5.0% | +3.5% | +1.6% | +4.1% |
| 3M | -3.0% | -0.3% | -2.7% | -3.7% |
| 6M | +14.8% | -5.4% | +20.1% | +14.0% |
| YTD | -8.9% | -4.7% | -4.2% | -10.2% |
| 1Y | +13.3% | -30.5% | +43.8% | +17.1% |
| 3Y | +115.4% | -44.3% | +159.7% | +123.7% |
| 5Y | +95.3% | -66.9% | +162.2% | +116.9% |
| All | +92.4% | +6.1% | +86.2% | +43.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 10y: compounded portfolio wealth divided by compounded BBWI 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…
10y analysis · Full analysis span regression · 6 months rolling