+90.3%
FOXA vs NSC
+110.4%
-20.1%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.1% |
| 7D | -0.6% | -1.5% | +0.9% | 0.0% |
| 30D | +2.3% | -1.9% | +4.3% | +3.1% |
| 3M | -2.8% | +6.2% | -9.1% | -5.8% |
| 6M | +9.6% | +9.2% | +0.4% | +4.5% |
| YTD | -9.9% | +15.0% | -24.9% | -16.3% |
| 1Y | +5.4% | +21.1% | -15.7% | -4.4% |
| 3Y | +115.3% | +78.6% | +36.7% | +58.3% |
| 5Y | +93.1% | +45.9% | +47.2% | +52.9% |
| All | +90.3% | +110.4% | -20.1% | +8.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling