+99.6%
FOXA vs CAPR
+111.8%
-12.2%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -6.9% | +11.1% | +4.2% |
| 7D | +2.7% | +5.9% | -3.2% | +2.5% |
| 30D | +10.0% | +44.6% | -34.6% | +9.3% |
| 3M | +5.0% | +126.4% | -121.4% | +3.4% |
| 6M | +3.4% | -68.6% | +72.0% | +3.7% |
| YTD | -5.5% | -67.0% | +61.5% | -5.4% |
| 1Y | +5.5% | +65.2% | -59.6% | -0.4% |
| 3Y | +139.3% | +235.6% | -96.3% | +113.7% |
| 5Y | +77.2% | +175.4% | -98.2% | +56.5% |
| All | +99.6% | +111.8% | -12.2% | +58.8% |
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