+77.7%
FOXA vs M
-2.8%
+80.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +8.1% | -6.5% | +0.3% |
| 7D | +7.9% | +2.5% | +5.3% | +7.3% |
| 30D | +8.5% | +10.1% | -1.6% | +6.7% |
| 3M | +6.2% | -0.9% | +7.1% | +6.0% |
| 6M | +8.0% | +30.2% | -22.1% | +2.9% |
| YTD | -6.5% | +16.3% | -22.8% | -9.6% |
| 1Y | +3.6% | +27.0% | -23.4% | -1.5% |
| 3Y | +136.0% | +154.5% | -18.5% | +88.2% |
| 5Y | +77.7% | -1.1% | +78.8% | +57.1% |
| All | +77.7% | -2.8% | +80.5% | +57.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling