+90.1%
FOXA vs M
+18.3%
+71.9%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -4.7% | +6.8% | +3.0% |
| 7D | -3.7% | -8.8% | +5.0% | -2.0% |
| 30D | +5.4% | -16.4% | +21.8% | +9.1% |
| 3M | -3.7% | -10.8% | +7.1% | -1.9% |
| 6M | +12.6% | +16.1% | -3.6% | +8.1% |
| YTD | -10.0% | -5.3% | -4.7% | -10.1% |
| 1Y | +15.0% | +24.9% | -9.8% | +7.8% |
| 3Y | +115.1% | +97.5% | +17.6% | +71.4% |
| 5Y | +93.0% | +20.4% | +72.6% | +59.3% |
| All | +90.1% | +18.3% | +71.9% | +26.7% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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