+86.3%
FOXA vs P
+385.8%
-299.5%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.0% | +1.9% | -1.6% |
| 7D | -5.4% | +5.0% | -10.4% | -6.0% |
| 30D | +1.1% | -0.9% | +2.1% | +1.0% |
| 3M | -6.1% | +38.7% | -44.8% | -10.6% |
| 6M | +8.2% | +54.4% | -46.1% | +0.9% |
| YTD | -11.8% | +44.8% | -56.6% | -17.6% |
| 1Y | +9.9% | +22.5% | -12.6% | +3.6% |
| 3Y | +110.7% | +148.2% | -37.5% | +67.2% |
| 5Y | +86.9% | +268.9% | -182.0% | +32.4% |
| All | +86.3% | +385.8% | -299.5% | +3.2% |
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