+90.8%
FOXA vs BBWI
+11.5%
+79.3%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +2.8% | -6.2% | -3.9% |
| 7D | -4.0% | +1.5% | -5.5% | -4.2% |
| 30D | +12.0% | -5.2% | +17.2% | +12.7% |
| 3M | +0.3% | +11.1% | -10.9% | -2.3% |
| 6M | +12.5% | -13.4% | +25.8% | +13.5% |
| YTD | -9.6% | +0.1% | -9.7% | -11.6% |
| 1Y | +8.6% | -36.1% | +44.7% | +14.2% |
| 3Y | +118.5% | -44.1% | +162.6% | +127.2% |
| 5Y | +88.8% | -66.2% | +155.0% | +109.2% |
| All | +90.8% | +11.5% | +79.3% | +41.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling