+90.9%
FOXA vs S
-71.9%
+162.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.3% | +2.0% | -0.1% |
| 7D | -0.6% | -5.8% | +5.2% | -0.1% |
| 30D | +2.3% | -9.2% | +11.5% | +3.0% |
| 3M | -2.8% | +23.4% | -26.2% | -5.4% |
| 6M | +9.6% | +36.9% | -27.3% | +5.3% |
| YTD | -9.9% | +29.5% | -39.4% | -13.1% |
| 1Y | +5.4% | +5.4% | 0.0% | +3.5% |
| 3Y | +115.3% | +14.7% | +100.6% | +105.2% |
| All | +90.9% | -71.9% | +162.8% | +91.3% |
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 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