+82.9%
FOXA vs PL
+81.7%
+1.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.4% | -0.2% |
| 7D | -0.6% | -7.5% | +6.9% | -0.1% |
| 30D | +2.3% | -25.6% | +27.9% | +4.3% |
| 3M | -2.8% | -45.6% | +42.8% | +0.9% |
| 6M | +9.6% | -29.5% | +39.1% | +10.1% |
| YTD | -9.9% | -9.7% | -0.2% | -11.6% |
| 1Y | +5.4% | +84.4% | -79.0% | -3.1% |
| 3Y | +115.3% | +550.0% | -434.7% | +68.4% |
| 5Y | +93.1% | +79.0% | +14.1% | +59.0% |
| All | +82.9% | +81.7% | +1.2% | +50.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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