+92.4%
FOXA vs ITW
+123.3%
-30.9%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.1% | 0.0% | +0.6% |
| 7D | +0.8% | -0.7% | +1.5% | +1.2% |
| 30D | +5.0% | -8.3% | +13.4% | +10.0% |
| 3M | -3.0% | +6.0% | -9.1% | -6.6% |
| 6M | +14.8% | 0.0% | +14.8% | +13.6% |
| YTD | -8.9% | +10.2% | -19.1% | -15.3% |
| 1Y | +13.3% | +3.2% | +10.1% | +9.3% |
| 3Y | +115.4% | +21.0% | +94.4% | +87.4% |
| 5Y | +95.3% | +37.9% | +57.4% | +53.7% |
| All | +92.4% | +123.3% | -30.9% | +11.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 ITW 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