+92.4%
FOXA vs RUN
-42.7%
+135.1%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.8% | +2.0% | +1.2% |
| 7D | +0.8% | -3.7% | +4.5% | +1.1% |
| 30D | +5.0% | -13.0% | +18.1% | +6.2% |
| 3M | -3.0% | -31.8% | +28.8% | -0.3% |
| 6M | +14.8% | -32.2% | +47.0% | +17.4% |
| YTD | -8.9% | -53.5% | +44.6% | -4.9% |
| 1Y | +13.3% | -46.5% | +59.9% | +16.0% |
| 3Y | +115.4% | -37.6% | +153.0% | +93.9% |
| 5Y | +95.3% | -80.9% | +176.1% | +89.7% |
| All | +92.4% | -42.7% | +135.1% | +8.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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