+93.0%
FOXA vs COMP
-47.7%
+140.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +5.4% |
| 3Y | +118.5% | +215.9% | -97.4% | +88.7% |
| 5Y | +88.8% | -31.2% | +119.9% | +69.9% |
| All | +93.0% | -47.7% | +140.7% | +75.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling