+8.9%
FOXA vs CAPR
+47.4%
-38.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +8.3% | -4.5% | +3.8% |
| 7D | +9.9% | +43.2% | -33.3% | +9.8% |
| 30D | +10.0% | +14.7% | -4.7% | +9.9% |
| 3M | +18.4% | +113.9% | -95.5% | +18.2% |
| 6M | +12.2% | -73.4% | +85.6% | +11.9% |
| YTD | -3.8% | -69.1% | +65.3% | -4.1% |
| 1Y | +8.9% | +47.2% | -38.3% | +8.2% |
| All | +8.9% | +47.4% | -38.5% | +8.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 1y: compounded portfolio wealth divided by compounded CAPR 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…
1y analysis · Full analysis span regression · 6 months rolling