+84.3%
FOXA vs S
-57.7%
+142.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.1% | -2.2% | -2.1% |
| 7D | -5.4% | -1.2% | -4.2% | -5.3% |
| 30D | +1.1% | -12.6% | +13.7% | +2.2% |
| 3M | -6.1% | +27.6% | -33.7% | -8.7% |
| 6M | +8.2% | +35.5% | -27.2% | +4.3% |
| YTD | -11.8% | +29.6% | -41.4% | -14.8% |
| 1Y | +9.9% | +8.1% | +1.8% | +7.8% |
| 3Y | +110.7% | +14.8% | +96.0% | +101.6% |
| 5Y | +86.9% | -70.6% | +157.5% | +84.6% |
| All | +84.3% | -57.7% | +142.0% | +84.3% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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