+86.9%
FOXA vs NDAQ
+52.5%
+34.4%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.9% | -1.2% | -1.8% |
| 7D | -5.4% | -1.6% | -3.9% | -4.9% |
| 30D | +1.1% | -1.5% | +2.6% | +1.6% |
| 3M | -6.1% | +8.0% | -14.2% | -9.0% |
| 6M | +8.2% | +7.7% | +0.5% | +4.6% |
| YTD | -11.8% | -2.3% | -9.4% | -11.9% |
| 1Y | +9.9% | +0.6% | +9.4% | +8.5% |
| 3Y | +110.7% | +90.9% | +19.8% | +65.9% |
| 5Y | +86.9% | +52.5% | +34.5% | +49.7% |
| All | +86.9% | +52.5% | +34.4% | +49.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NDAQ.
Daily Out/Under-Performance
Portfolio return minus NDAQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NDAQ 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 NDAQ 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