+93.1%
FOXA vs CAPR
+87.6%
+5.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.6% | +3.3% | -0.3% |
| 7D | -0.6% | -9.5% | +8.9% | -0.6% |
| 30D | +2.3% | +121.5% | -119.2% | +1.5% |
| 3M | -2.8% | -65.4% | +62.5% | -2.8% |
| 6M | +9.6% | -67.5% | +77.1% | +9.7% |
| YTD | -9.9% | -68.6% | +58.7% | -9.9% |
| 1Y | +5.4% | +42.7% | -37.3% | +1.7% |
| 3Y | +115.3% | +43.4% | +71.9% | +92.0% |
| 5Y | +93.1% | +86.0% | +7.0% | +59.1% |
| All | +93.1% | +87.6% | +5.5% | +59.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling