+92.4%
FOXA vs QSR
+60.2%
+32.1%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.6% | +0.6% | +0.9% |
| 7D | +0.8% | -4.0% | +4.8% | +2.3% |
| 30D | +5.0% | +2.8% | +2.3% | +4.0% |
| 3M | -3.0% | +5.1% | -8.1% | -5.0% |
| 6M | +14.8% | +8.8% | +6.0% | +10.4% |
| YTD | -8.9% | +14.8% | -23.7% | -14.3% |
| 1Y | +13.3% | +25.7% | -12.4% | +2.8% |
| 3Y | +115.4% | +27.5% | +87.9% | +89.5% |
| 5Y | +95.3% | +41.3% | +54.0% | +61.6% |
| All | +92.4% | +60.2% | +32.1% | +27.2% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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