+86.3%
FOXA vs BR
+93.1%
-6.8%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.3% | -1.8% | -2.0% |
| 7D | -5.4% | -5.0% | -0.4% | -3.2% |
| 30D | +1.1% | -2.5% | +3.6% | +2.1% |
| 3M | -6.1% | +13.5% | -19.6% | -11.8% |
| 6M | +8.2% | -9.4% | +17.7% | +12.2% |
| YTD | -11.8% | -23.3% | +11.5% | -1.5% |
| 1Y | +9.9% | -31.6% | +41.5% | +29.7% |
| 3Y | +110.7% | -5.1% | +115.8% | +108.4% |
| 5Y | +86.9% | +8.2% | +78.8% | +68.3% |
| All | +86.3% | +93.1% | -6.8% | -8.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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