+99.6%
FOXA vs BUD
+16.6%
+82.9%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.1% | +3.0% | +3.8% |
| 7D | +2.7% | +1.0% | +1.7% | +2.3% |
| 30D | +10.0% | +6.7% | +3.3% | +7.6% |
| 3M | +5.0% | +5.7% | -0.7% | +2.9% |
| 6M | +3.4% | +5.8% | -2.4% | +1.1% |
| YTD | -5.5% | +34.4% | -39.9% | -15.4% |
| 1Y | +5.5% | +33.3% | -27.7% | -5.3% |
| 3Y | +139.3% | +48.8% | +90.5% | +101.0% |
| 5Y | +77.2% | +52.5% | +24.7% | +44.3% |
| All | +99.6% | +16.6% | +82.9% | +52.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 BUD 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