+74.9%
FOXA vs D
+12.5%
+62.4%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.5% | 0.0% | -1.2% |
| 7D | +5.4% | +3.0% | +2.4% | +4.7% |
| 30D | +6.3% | +11.5% | -5.2% | +3.9% |
| 3M | +8.3% | +3.7% | +4.6% | +7.4% |
| 6M | +7.6% | +13.5% | -5.9% | +4.3% |
| YTD | -7.9% | +20.7% | -28.7% | -12.3% |
| 1Y | +2.4% | +18.2% | -15.9% | -2.1% |
| 3Y | +120.3% | +73.3% | +47.0% | +87.2% |
| All | +74.9% | +12.5% | +62.4% | +62.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling