+115.4%
FOXA vs NI
+68.9%
+46.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +1.2% |
| 7D | +0.8% | 0.0% | +0.7% | +0.8% |
| 30D | +5.0% | -1.4% | +6.4% | +5.4% |
| 3M | -3.0% | -10.6% | +7.6% | -0.9% |
| 6M | +14.8% | -9.3% | +24.1% | +16.8% |
| YTD | -8.9% | +1.1% | -10.1% | -10.3% |
| 1Y | +13.3% | +3.4% | +9.9% | +10.5% |
| 3Y | +115.4% | +67.9% | +47.5% | +76.7% |
| All | +115.4% | +68.9% | +46.5% | +76.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NI.
Daily Out/Under-Performance
Portfolio return minus NI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NI 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 3y: compounded portfolio wealth divided by compounded NI 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…
3y analysis · Full analysis span regression · 6 months rolling