+90.3%
FOXA vs BEN
+52.9%
+37.4%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.2% |
| 7D | -0.6% | +4.7% | -5.3% | -2.5% |
| 30D | +2.3% | +2.6% | -0.3% | +1.2% |
| 3M | -2.8% | +11.5% | -14.3% | -7.6% |
| 6M | +9.6% | +35.3% | -25.7% | -4.2% |
| YTD | -9.9% | +48.6% | -58.5% | -24.4% |
| 1Y | +5.4% | +46.7% | -41.3% | -11.3% |
| 3Y | +115.3% | +57.0% | +58.2% | +70.6% |
| 5Y | +93.1% | +41.8% | +51.2% | +54.4% |
| All | +90.3% | +52.9% | +37.4% | +16.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 BEN 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