+86.3%
FOXA vs NI
+91.1%
-4.8%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.5% | -1.6% | -1.9% |
| 7D | -5.4% | +1.3% | -6.7% | -5.9% |
| 30D | +1.1% | -0.3% | +1.4% | +1.2% |
| 3M | -6.1% | -9.5% | +3.3% | -2.6% |
| 6M | +8.2% | -10.2% | +18.5% | +12.4% |
| YTD | -11.8% | +1.8% | -13.6% | -13.4% |
| 1Y | +9.9% | +5.7% | +4.2% | +5.9% |
| 3Y | +110.7% | +69.6% | +41.1% | +62.5% |
| 5Y | +86.9% | +95.8% | -8.8% | +32.1% |
| All | +86.3% | +91.1% | -4.8% | +32.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling