+98.3%
FOXA vs RF
+148.9%
-50.6%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +1.0% |
| 7D | -2.4% | -1.3% | -1.1% | -1.8% |
| 30D | +8.6% | +4.6% | +4.0% | +6.6% |
| 3M | +9.9% | -8.4% | +18.3% | +13.9% |
| 6M | +0.8% | +8.9% | -8.0% | -2.8% |
| YTD | -6.1% | +8.8% | -14.9% | -9.9% |
| 1Y | +3.3% | +18.9% | -15.6% | -4.5% |
| 3Y | +133.5% | +116.0% | +17.5% | +65.5% |
| 5Y | +75.8% | +46.0% | +29.8% | +41.7% |
| All | +98.3% | +148.9% | -50.6% | +13.6% |
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