+97.5%
FOXA vs RF
+151.5%
-54.0%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.2% | -0.6% | +0.7% |
| 7D | +7.9% | -0.1% | +8.0% | +7.9% |
| 30D | +8.5% | +7.0% | +1.4% | +5.5% |
| 3M | +6.2% | -7.0% | +13.2% | +9.3% |
| 6M | +8.0% | +6.8% | +1.2% | +4.8% |
| YTD | -6.5% | +9.9% | -16.4% | -10.6% |
| 1Y | +3.6% | +21.1% | -17.6% | -5.0% |
| 3Y | +136.0% | +119.6% | +16.4% | +66.2% |
| 5Y | +77.7% | +46.2% | +31.5% | +43.2% |
| All | +97.5% | +151.5% | -54.0% | +12.7% |
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