+99.6%
FOXA vs BN
+169.0%
-69.4%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -1.6% | +5.7% | +4.8% |
| 7D | +2.7% | -1.0% | +3.7% | +3.0% |
| 30D | +10.0% | +14.0% | -4.0% | +4.0% |
| 3M | +5.0% | -9.0% | +14.0% | +8.7% |
| 6M | +3.4% | -8.8% | +12.2% | +6.5% |
| YTD | -5.5% | -10.3% | +4.8% | -3.0% |
| 1Y | +5.5% | -5.8% | +11.3% | +5.9% |
| 3Y | +139.3% | +94.8% | +44.5% | +67.4% |
| 5Y | +77.2% | +31.5% | +45.7% | +45.3% |
| All | +99.6% | +169.0% | -69.4% | +11.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 BN 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