+92.4%
FOXA vs BG
+195.8%
-103.4%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.7% | +2.9% | +1.7% |
| 7D | +0.8% | +3.1% | -2.3% | -0.1% |
| 30D | +5.0% | +10.2% | -5.2% | +2.0% |
| 3M | -3.0% | -1.7% | -1.4% | -2.9% |
| 6M | +14.8% | +1.0% | +13.8% | +13.6% |
| YTD | -8.9% | +39.9% | -48.8% | -18.9% |
| 1Y | +13.3% | +53.2% | -39.9% | -2.9% |
| 3Y | +115.4% | +16.3% | +99.1% | +99.2% |
| 5Y | +95.3% | +83.9% | +11.4% | +42.3% |
| All | +92.4% | +195.8% | -103.4% | +1.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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