+114.9%
FOXA vs CART
+38.4%
+76.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.6% | -2.1% | -1.6% |
| 7D | +5.4% | +3.0% | +2.4% | +5.2% |
| 30D | +6.3% | +28.6% | -22.3% | +4.1% |
| 3M | +8.3% | +29.1% | -20.7% | +6.0% |
| 6M | +7.6% | +44.7% | -37.1% | +4.3% |
| YTD | -7.9% | +29.2% | -37.2% | -10.4% |
| 1Y | +2.4% | +66.2% | -63.8% | -1.9% |
| 3Y | +120.3% | +112.8% | +7.5% | +98.6% |
| All | +114.9% | +38.4% | +76.5% | +99.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CART.
Daily Out/Under-Performance
Portfolio return minus CART return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CART 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 CART 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