+89.5%
FOXA vs COMP
-31.2%
+120.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.5% | -3.9% | -3.4% |
| 7D | -4.0% | +1.4% | -5.3% | -4.1% |
| 30D | +12.0% | -13.3% | +25.3% | +13.2% |
| 3M | +0.3% | +41.1% | -40.9% | -2.9% |
| 6M | +12.5% | +17.2% | -4.7% | +9.9% |
| YTD | -9.6% | +5.2% | -14.8% | -11.1% |
| 1Y | +8.6% | +18.9% | -10.3% | +5.3% |
| 3Y | +118.5% | +215.9% | -97.4% | +88.1% |
| All | +89.5% | -31.2% | +120.7% | +76.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling