+136.0%
FOXA vs P
+190.3%
-54.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +6.3% | -4.7% | +1.4% |
| 7D | +7.9% | -9.6% | +17.5% | +8.1% |
| 30D | +8.5% | -33.4% | +41.9% | +9.7% |
| 3M | +6.2% | +14.2% | -8.0% | +5.3% |
| 6M | +8.0% | +31.6% | -23.6% | +6.2% |
| YTD | -6.5% | +53.5% | -60.0% | -9.0% |
| 1Y | +3.6% | +14.2% | -10.6% | +2.2% |
| 3Y | +136.0% | +190.5% | -54.5% | +110.3% |
| All | +136.0% | +190.3% | -54.3% | +110.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling