+8.6%
FOXA vs NSC
+20.4%
-11.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.5% | -3.9% | -3.5% |
| 7D | -4.0% | -5.5% | +1.5% | -3.1% |
| 30D | +12.0% | -3.2% | +15.2% | +12.6% |
| 3M | +0.3% | +7.7% | -7.4% | -1.4% |
| 6M | +12.5% | +4.5% | +8.0% | +12.4% |
| YTD | -9.6% | +15.6% | -25.2% | -13.2% |
| 1Y | +8.6% | +19.8% | -11.3% | -1.6% |
| All | +8.6% | +20.4% | -11.8% | -1.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 1y: compounded portfolio wealth divided by compounded NSC 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…
1y analysis · Full analysis span regression · 6 months rolling