+92.4%
FOXA vs NTRS
+162.2%
-69.8%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.1% | +0.1% | +0.7% |
| 7D | +0.8% | +1.4% | -0.6% | +0.2% |
| 30D | +5.0% | -0.7% | +5.7% | +5.3% |
| 3M | -3.0% | +11.3% | -14.4% | -7.4% |
| 6M | +14.8% | +35.5% | -20.8% | +0.7% |
| YTD | -8.9% | +40.6% | -49.5% | -21.7% |
| 1Y | +13.3% | +49.2% | -35.9% | -5.1% |
| 3Y | +115.4% | +167.2% | -51.8% | +38.1% |
| 5Y | +95.3% | +94.9% | +0.3% | +39.5% |
| All | +92.4% | +162.2% | -69.8% | +11.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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