+90.3%
FOXA vs RF
+161.4%
-71.1%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | +0.2% |
| 7D | -0.6% | +2.7% | -3.3% | -1.7% |
| 30D | +2.3% | -3.4% | +5.7% | +3.8% |
| 3M | -2.8% | +6.4% | -9.2% | -5.3% |
| 6M | +9.6% | +13.4% | -3.8% | +3.7% |
| YTD | -9.9% | +14.2% | -24.1% | -15.2% |
| 1Y | +5.4% | +15.7% | -10.3% | -1.5% |
| 3Y | +115.3% | +91.3% | +23.9% | +59.7% |
| 5Y | +93.1% | +89.8% | +3.3% | +39.2% |
| All | +90.3% | +161.4% | -71.1% | +7.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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