+100.6%
FOXA vs COMP
-51.7%
+152.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.7% | -1.8% | +0.7% |
| 7D | -2.4% | +2.2% | -4.6% | -2.7% |
| 30D | +8.6% | +16.3% | -7.7% | +7.1% |
| 3M | +9.9% | -19.1% | +29.0% | +11.4% |
| 6M | +0.8% | +17.1% | -16.3% | -1.2% |
| YTD | -6.1% | -2.9% | -3.2% | -7.2% |
| 1Y | +3.3% | +8.8% | -5.5% | +1.0% |
| 3Y | +133.5% | +423.5% | -290.0% | +93.1% |
| 5Y | +75.8% | -10.5% | +86.3% | +56.8% |
| All | +100.6% | -51.7% | +152.3% | +82.8% |
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