+98.3%
FOXA vs P
+433.0%
-334.7%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.4% | -3.5% | +0.4% |
| 7D | -2.4% | -4.7% | +2.3% | -2.0% |
| 30D | +8.6% | -31.4% | +40.0% | +12.7% |
| 3M | +9.9% | -2.6% | +12.5% | +9.0% |
| 6M | +0.8% | +21.9% | -21.1% | -3.6% |
| YTD | -6.1% | +58.9% | -65.0% | -14.1% |
| 1Y | +3.3% | +21.7% | -18.5% | -2.9% |
| 3Y | +133.5% | +193.3% | -59.8% | +79.1% |
| 5Y | +75.8% | +275.1% | -199.3% | +24.2% |
| All | +98.3% | +433.0% | -334.7% | +7.6% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 10y: compounded portfolio wealth divided by compounded P 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…
10y analysis · Full analysis span regression · 6 months rolling