+92.4%
FOXA vs IT
+24.1%
+68.2%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +5.3% | -4.1% | -0.3% |
| 7D | +0.8% | -3.7% | +4.5% | +1.7% |
| 30D | +5.0% | +0.1% | +5.0% | +4.6% |
| 3M | -3.0% | +20.7% | -23.7% | -9.8% |
| 6M | +14.8% | +12.0% | +2.8% | +8.1% |
| YTD | -8.9% | -28.8% | +19.9% | -2.2% |
| 1Y | +13.3% | -25.5% | +38.8% | +19.0% |
| 3Y | +115.4% | -48.8% | +164.2% | +148.5% |
| 5Y | +95.3% | -42.7% | +138.0% | +110.3% |
| All | +92.4% | +24.1% | +68.2% | +16.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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