+93.1%
FOXA vs BBY
+1.5%
+91.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.1% | -1.9% | +0.4% |
| 7D | +0.8% | +0.6% | +0.2% | +0.6% |
| 30D | +5.0% | +9.4% | -4.4% | +2.5% |
| 3M | -3.0% | +19.3% | -22.4% | -7.7% |
| 6M | +14.8% | +47.9% | -33.2% | +2.3% |
| YTD | -8.9% | +39.6% | -48.5% | -17.6% |
| 1Y | +13.3% | +22.2% | -8.9% | +5.8% |
| 3Y | +115.4% | +45.0% | +70.4% | +83.8% |
| All | +93.1% | +1.5% | +91.6% | +68.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY 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 BBY 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