+99.6%
FOXA vs D
+22.6%
+77.0%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.2% | +3.9% | +4.0% |
| 7D | +2.7% | -1.4% | +4.0% | +3.2% |
| 30D | +10.0% | +7.7% | +2.2% | +7.2% |
| 3M | +5.0% | -0.3% | +5.3% | +5.0% |
| 6M | +3.4% | +10.1% | -6.7% | -0.5% |
| YTD | -5.5% | +19.1% | -24.6% | -11.9% |
| 1Y | +5.5% | +15.9% | -10.4% | -0.8% |
| 3Y | +139.3% | +75.0% | +64.3% | +87.8% |
| 5Y | +77.2% | +13.4% | +63.8% | +63.9% |
| All | +99.6% | +22.6% | +77.0% | +81.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling