+90.8%
FOXA vs IT
+28.9%
+62.0%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -4.6% | +1.2% | -2.1% |
| 7D | -4.0% | -6.0% | +2.1% | -2.3% |
| 30D | +12.0% | 0.0% | +12.0% | +11.6% |
| 3M | +0.3% | +13.1% | -12.8% | -4.8% |
| 6M | +12.5% | +11.7% | +0.8% | +6.3% |
| YTD | -9.6% | -26.1% | +16.5% | -3.9% |
| 1Y | +8.6% | -21.3% | +29.8% | +12.3% |
| 3Y | +118.5% | -46.7% | +165.3% | +149.6% |
| 5Y | +88.8% | -40.5% | +129.3% | +101.3% |
| All | +90.8% | +28.9% | +62.0% | +14.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling