+92.4%
FOXA vs CHD
+54.7%
+37.6%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +0.9% | +1.1% |
| 7D | +0.8% | -4.5% | +5.3% | +1.7% |
| 30D | +5.0% | -6.7% | +11.8% | +6.5% |
| 3M | -3.0% | -2.7% | -0.3% | -2.6% |
| 6M | +14.8% | -4.9% | +19.7% | +15.7% |
| YTD | -8.9% | +13.3% | -22.3% | -11.5% |
| 1Y | +13.3% | +1.0% | +12.3% | +12.6% |
| 3Y | +115.4% | +1.3% | +114.1% | +111.7% |
| 5Y | +95.3% | +20.8% | +74.4% | +81.5% |
| All | +92.4% | +54.7% | +37.6% | +61.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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