+115.3%
FOXA vs BUD
+48.7%
+66.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | -0.2% |
| 7D | -0.6% | +0.8% | -1.4% | -0.7% |
| 30D | +2.3% | -4.8% | +7.1% | +2.7% |
| 3M | -2.8% | +1.4% | -4.2% | -2.9% |
| 6M | +9.6% | +9.9% | -0.3% | +9.1% |
| YTD | -9.9% | +26.3% | -36.2% | -11.6% |
| 1Y | +5.4% | +36.1% | -30.8% | +2.4% |
| 3Y | +115.3% | +48.6% | +66.7% | +96.5% |
| All | +115.3% | +48.7% | +66.6% | +96.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling