+115.4%
FOXA vs ITW
+20.2%
+95.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.1% | 0.0% | +0.7% |
| 7D | +0.8% | -0.7% | +1.5% | +1.1% |
| 30D | +5.0% | -8.3% | +13.4% | +8.5% |
| 3M | -3.0% | +6.0% | -9.1% | -5.7% |
| 6M | +14.8% | 0.0% | +14.8% | +14.3% |
| YTD | -8.9% | +10.2% | -19.1% | -14.6% |
| 1Y | +13.3% | +3.2% | +10.1% | +10.1% |
| 3Y | +115.4% | +21.0% | +94.4% | +88.3% |
| All | +115.4% | +20.2% | +95.2% | +88.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling