+90.8%
FOXA vs D
+19.3%
+71.5%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.4% | -3.0% | -3.2% |
| 7D | -4.0% | +1.5% | -5.4% | -4.4% |
| 30D | +12.0% | -2.6% | +14.6% | +12.9% |
| 3M | +0.3% | 0.0% | +0.3% | 0.0% |
| 6M | +12.5% | +7.4% | +5.1% | +9.1% |
| YTD | -9.6% | +15.9% | -25.5% | -14.9% |
| 1Y | +8.6% | +18.1% | -9.5% | +1.3% |
| 3Y | +118.5% | +58.4% | +60.2% | +77.8% |
| 5Y | +88.8% | +5.2% | +83.6% | +80.0% |
| All | +90.8% | +19.3% | +71.5% | +74.8% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 1990-01-01 to 2026-09-04: compounded portfolio wealth divided by compounded D 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling