+99.7%
FOXA vs COMP
-49.2%
+148.9%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +5.7% | -4.1% | +1.1% |
| 7D | +7.9% | +14.5% | -6.7% | +6.6% |
| 30D | +8.5% | +14.9% | -6.4% | +7.1% |
| 3M | +6.2% | -14.2% | +20.4% | +7.2% |
| 6M | +8.0% | +23.7% | -15.7% | +5.4% |
| YTD | -6.5% | +2.1% | -8.6% | -8.0% |
| 1Y | +3.6% | +26.2% | -22.6% | 0.0% |
| 3Y | +136.0% | +470.9% | -334.9% | +93.8% |
| 5Y | +77.7% | -14.0% | +91.7% | +58.4% |
| All | +99.7% | -49.2% | +148.9% | +81.3% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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