+86.3%
FOXA vs BNS
+150.1%
-63.8%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.8% | -1.3% | -1.7% |
| 7D | -5.4% | -1.3% | -4.1% | -4.8% |
| 30D | +1.1% | +4.0% | -2.9% | -1.0% |
| 3M | -6.1% | +13.8% | -19.9% | -12.8% |
| 6M | +8.2% | +32.7% | -24.4% | -8.0% |
| YTD | -11.8% | +27.6% | -39.4% | -23.5% |
| 1Y | +9.9% | +47.4% | -37.5% | -12.2% |
| 3Y | +110.7% | +129.0% | -18.2% | +28.9% |
| 5Y | +86.9% | +92.7% | -5.8% | +24.7% |
| All | +86.3% | +150.1% | -63.8% | +6.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 BNS 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