+115.3%
FOXA vs S
+13.8%
+101.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.3% | +2.0% | 0.0% |
| 7D | -0.6% | -5.8% | +5.2% | 0.0% |
| 30D | +2.3% | -9.2% | +11.5% | +3.1% |
| 3M | -2.8% | +23.4% | -26.2% | -5.8% |
| 6M | +9.6% | +36.9% | -27.3% | +4.5% |
| YTD | -9.9% | +29.5% | -39.4% | -13.7% |
| 1Y | +5.4% | +5.4% | 0.0% | +3.3% |
| 3Y | +115.3% | +14.7% | +100.6% | +97.1% |
| All | +115.3% | +13.8% | +101.5% | +97.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling