+90.3%
FOXA vs RUN
-38.3%
+128.6%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.7% | -4.0% | -0.6% |
| 7D | -0.6% | +10.2% | -10.8% | -1.4% |
| 30D | +2.3% | -9.6% | +11.9% | +3.1% |
| 3M | -2.8% | -31.5% | +28.7% | -0.2% |
| 6M | +9.6% | -18.7% | +28.3% | +10.3% |
| YTD | -9.9% | -49.9% | +40.0% | -6.5% |
| 1Y | +5.4% | -45.5% | +50.9% | +7.8% |
| 3Y | +115.3% | -34.1% | +149.4% | +93.1% |
| 5Y | +93.1% | -79.4% | +172.5% | +86.5% |
| All | +90.3% | -38.3% | +128.6% | +7.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling