+92.4%
FOXA vs BRO
+139.5%
-47.1%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.2% | +1.4% | +1.2% |
| 7D | +0.8% | -7.3% | +8.1% | +3.8% |
| 30D | +5.0% | -6.9% | +11.9% | +7.9% |
| 3M | -3.0% | +10.7% | -13.7% | -7.1% |
| 6M | +14.8% | -2.7% | +17.5% | +15.1% |
| YTD | -8.9% | -16.3% | +7.4% | -3.2% |
| 1Y | +13.3% | -29.1% | +42.4% | +28.5% |
| 3Y | +115.4% | -7.8% | +123.2% | +112.7% |
| 5Y | +95.3% | +18.7% | +76.5% | +62.7% |
| All | +92.4% | +139.5% | -47.1% | +6.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 BRO 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