+92.4%
FOXA vs NTR
+88.4%
+4.0%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.5% | +1.3% |
| 7D | +0.8% | -1.3% | +2.1% | +1.1% |
| 30D | +5.0% | +16.8% | -11.7% | +0.5% |
| 3M | -3.0% | +20.7% | -23.8% | -8.2% |
| 6M | +14.8% | +0.5% | +14.2% | +13.7% |
| YTD | -8.9% | +29.2% | -38.1% | -16.5% |
| 1Y | +13.3% | +39.6% | -26.3% | +1.0% |
| 3Y | +115.4% | +37.9% | +77.5% | +89.1% |
| 5Y | +95.3% | +47.1% | +48.2% | +50.4% |
| All | +92.4% | +88.4% | +4.0% | +13.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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