+90.8%
FOXA vs NDAQ
+284.9%
-194.0%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.9% | -1.5% | -2.6% |
| 7D | -4.0% | -2.4% | -1.5% | -3.0% |
| 30D | +12.0% | +2.5% | +9.5% | +10.8% |
| 3M | +0.3% | +9.9% | -9.7% | -4.2% |
| 6M | +12.5% | +9.4% | +3.0% | +7.2% |
| YTD | -9.6% | +0.4% | -10.1% | -10.9% |
| 1Y | +8.6% | +4.0% | +4.6% | +5.2% |
| 3Y | +118.5% | +94.4% | +24.2% | +58.4% |
| 5Y | +88.8% | +56.7% | +32.0% | +47.1% |
| All | +90.8% | +284.9% | -194.0% | -12.4% |
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