-0.6%
FOXA vs RACE
-4.6%
+4.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.5% | -0.9% | -3.0% |
| 7D | -2.9% | -4.0% | +1.1% | -2.3% |
| 30D | +5.1% | +3.5% | +1.6% | +5.0% |
| 3M | +4.7% | -0.4% | +5.1% | +4.8% |
| 6M | -0.2% | +23.2% | -23.4% | 0.0% |
| YTD | -9.2% | +11.0% | -20.2% | -9.1% |
| 1Y | -0.6% | -2.2% | +1.7% | -0.6% |
| All | -0.6% | -4.6% | +4.0% | -0.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 1y: compounded portfolio wealth divided by compounded RACE 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…
1y analysis · Full analysis span regression · 6 months rolling