+86.3%
FOXA vs CAPR
+92.0%
-5.7%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.6% | +2.5% | -2.0% |
| 7D | -5.4% | -12.6% | +7.2% | -5.3% |
| 30D | +1.1% | +124.4% | -123.3% | -0.2% |
| 3M | -6.1% | -66.8% | +60.7% | -5.7% |
| 6M | +8.2% | -71.8% | +80.0% | +8.8% |
| YTD | -11.8% | -70.1% | +58.3% | -11.5% |
| 1Y | +9.9% | +33.3% | -23.4% | +4.2% |
| 3Y | +110.7% | +36.7% | +74.0% | +92.4% |
| 5Y | +86.9% | +72.5% | +14.5% | +67.0% |
| All | +86.3% | +92.0% | -5.7% | +48.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling