+93.0%
FOXA vs CHD
+19.7%
+73.4%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.3% | +3.4% | +2.3% |
| 7D | -3.7% | -4.7% | +1.0% | -3.1% |
| 30D | +5.4% | -8.3% | +13.7% | +6.6% |
| 3M | -3.7% | -4.0% | +0.3% | -3.2% |
| 6M | +12.6% | -6.5% | +19.1% | +13.5% |
| YTD | -10.0% | +13.1% | -23.1% | -11.7% |
| 1Y | +15.0% | +2.3% | +12.7% | +14.4% |
| 3Y | +115.1% | +1.8% | +113.3% | +112.6% |
| 5Y | +93.0% | +20.6% | +72.5% | +96.7% |
| All | +93.0% | +19.7% | +73.4% | +96.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling