+112.9%
FOXA vs IT
-51.9%
+164.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.5% | +1.5% | +2.0% |
| 7D | -3.7% | -12.7% | +9.0% | -1.1% |
| 30D | +5.4% | -8.9% | +14.2% | +7.1% |
| 3M | -3.7% | +10.1% | -13.9% | -6.9% |
| 6M | +12.6% | +7.3% | +5.3% | +8.8% |
| YTD | -10.0% | -32.4% | +22.4% | -3.9% |
| 1Y | +15.0% | -26.6% | +41.7% | +19.5% |
| All | +112.9% | -51.9% | +164.8% | +147.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling