+112.9%
FOXA vs BN
+69.2%
+43.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.2% | +3.3% | +2.4% |
| 7D | -3.7% | -5.9% | +2.1% | -2.1% |
| 30D | +5.4% | -15.1% | +20.4% | +10.2% |
| 3M | -3.7% | -14.6% | +10.8% | +0.4% |
| 6M | +12.6% | -8.4% | +21.0% | +14.4% |
| YTD | -10.0% | -16.8% | +6.8% | -6.0% |
| 1Y | +15.0% | -14.4% | +29.4% | +18.6% |
| All | +112.9% | +69.2% | +43.7% | +74.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling