+93.0%
FOXA vs RUN
-81.3%
+174.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.9% | +4.0% | +2.2% |
| 7D | -3.7% | -3.4% | -0.4% | -3.5% |
| 30D | +5.4% | -14.0% | +19.3% | +6.3% |
| 3M | -3.7% | -27.5% | +23.8% | -2.1% |
| 6M | +12.6% | -29.0% | +41.5% | +14.1% |
| YTD | -10.0% | -53.1% | +43.1% | -7.1% |
| 1Y | +15.0% | -46.7% | +61.8% | +17.1% |
| 3Y | +115.1% | -38.3% | +153.4% | +98.5% |
| 5Y | +93.0% | -80.7% | +173.7% | +88.6% |
| All | +93.0% | -81.3% | +174.3% | +88.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling