+86.3%
FOXA vs D
+18.0%
+68.3%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.7% | -0.4% | -1.5% |
| 7D | -5.4% | -0.4% | -5.0% | -5.3% |
| 30D | +1.1% | -2.1% | +3.2% | +1.8% |
| 3M | -6.1% | -0.7% | -5.4% | -6.1% |
| 6M | +8.2% | +5.6% | +2.7% | +5.6% |
| YTD | -11.8% | +14.6% | -26.4% | -16.6% |
| 1Y | +9.9% | +15.3% | -5.4% | +3.4% |
| 3Y | +110.7% | +59.1% | +51.6% | +71.0% |
| 5Y | +86.9% | +3.9% | +83.0% | +79.2% |
| All | +86.3% | +18.0% | +68.3% | +71.3% |
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