+99.6%
FOXA vs NDAQ
+332.4%
-232.8%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.2% | +4.3% | +4.2% |
| 7D | +2.7% | +1.3% | +1.4% | +2.1% |
| 30D | +10.0% | +18.0% | -8.0% | +2.6% |
| 3M | +5.0% | +11.5% | -6.5% | 0.0% |
| 6M | +3.4% | +21.1% | -17.7% | -5.4% |
| YTD | -5.5% | +12.8% | -18.3% | -11.4% |
| 1Y | +5.5% | +25.7% | -20.2% | -5.8% |
| 3Y | +139.3% | +116.8% | +22.5% | +65.8% |
| 5Y | +77.2% | +67.3% | +9.9% | +35.2% |
| All | +99.6% | +332.4% | -232.8% | -12.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling