+76.5%
FOXA vs S
-71.1%
+147.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.4% | +4.5% | +4.2% |
| 7D | +2.7% | +2.0% | +0.7% | +2.4% |
| 30D | +10.0% | -2.7% | +12.7% | +10.1% |
| 3M | +5.0% | -6.9% | +11.9% | +5.1% |
| 6M | +3.4% | +38.1% | -34.7% | -1.0% |
| YTD | -5.5% | +48.0% | -53.5% | -10.6% |
| 1Y | +5.5% | +34.5% | -28.9% | +0.7% |
| 3Y | +139.3% | +38.3% | +101.0% | +122.6% |
| All | +76.5% | -71.1% | +147.6% | +75.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling