+96.5%
FOXA vs CAPR
+97.1%
-0.6%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -9.9% | +9.5% | -0.3% |
| 7D | +0.4% | +7.6% | -7.2% | +0.3% |
| 30D | +7.9% | +13.3% | -5.3% | +7.7% |
| 3M | +6.7% | +130.4% | -123.7% | +5.1% |
| 6M | +7.5% | -70.8% | +78.3% | +8.0% |
| YTD | -6.9% | -69.3% | +62.3% | -6.7% |
| 1Y | +2.2% | +59.5% | -57.3% | -3.5% |
| 3Y | +131.4% | +216.8% | -85.4% | +106.9% |
| 5Y | +76.2% | +152.7% | -76.5% | +56.0% |
| All | +96.5% | +97.1% | -0.6% | +56.6% |
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