+102.7%
FOXA vs NVD
-99.2%
+201.9%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.9% | -4.0% | -2.1% |
| 7D | -5.4% | +0.5% | -5.9% | -5.4% |
| 30D | +1.1% | -9.3% | +10.4% | +1.0% |
| 3M | -6.1% | -22.1% | +16.0% | -6.5% |
| 6M | +8.2% | -45.8% | +54.0% | +6.9% |
| YTD | -11.8% | -46.7% | +34.9% | -12.8% |
| 1Y | +9.9% | -59.5% | +69.4% | +7.9% |
| 3Y | +110.7% | -99.2% | +209.9% | +95.8% |
| All | +102.7% | -99.2% | +201.9% | +88.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 NVD 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