+90.8%
FOXA vs CAPR
+108.9%
-18.0%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.3% | -4.7% | -3.4% |
| 7D | -4.0% | -2.0% | -2.0% | -3.9% |
| 30D | +12.0% | +139.2% | -127.2% | +10.4% |
| 3M | +0.3% | -66.4% | +66.6% | +0.6% |
| 6M | +12.5% | -63.1% | +75.6% | +12.7% |
| YTD | -9.6% | -67.4% | +57.8% | -9.4% |
| 1Y | +8.6% | +58.2% | -49.7% | +2.5% |
| 3Y | +118.5% | +42.2% | +76.3% | +99.5% |
| 5Y | +88.8% | +87.3% | +1.5% | +68.4% |
| All | +90.8% | +108.9% | -18.0% | +52.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling