+90.8%
FOXA vs P
+398.0%
-307.2%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.4% | -4.8% | -3.5% |
| 7D | -4.0% | +6.5% | -10.5% | -4.7% |
| 30D | +12.0% | +18.8% | -6.9% | +9.4% |
| 3M | +0.3% | +26.7% | -26.5% | -3.5% |
| 6M | +12.5% | +62.2% | -49.7% | +4.2% |
| YTD | -9.6% | +48.5% | -58.1% | -15.9% |
| 1Y | +8.6% | +26.4% | -17.8% | +2.0% |
| 3Y | +118.5% | +159.4% | -40.9% | +72.2% |
| 5Y | +88.8% | +275.8% | -187.0% | +33.5% |
| All | +90.8% | +398.0% | -307.2% | +5.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling