+92.5%
FOXA vs COMP
-49.4%
+141.9%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.3% | +3.0% | 0.0% |
| 7D | -0.6% | +4.1% | -4.7% | -1.0% |
| 30D | +2.3% | -14.5% | +16.9% | +3.5% |
| 3M | -2.8% | +41.8% | -44.7% | -5.9% |
| 6M | +9.6% | +23.6% | -14.0% | +6.6% |
| YTD | -9.9% | +1.7% | -11.6% | -11.1% |
| 1Y | +5.4% | +12.6% | -7.2% | +2.7% |
| 3Y | +115.3% | +221.9% | -106.6% | +85.6% |
| 5Y | +93.1% | -28.1% | +121.2% | +73.7% |
| All | +92.5% | -49.4% | +141.9% | +75.2% |
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