+93.0%
FOXA vs TECH
-42.4%
+135.4%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.2% | +2.3% | +2.1% |
| 7D | -3.7% | -0.5% | -3.2% | -3.7% |
| 30D | +5.4% | 0.0% | +5.3% | +5.4% |
| 3M | -3.7% | +37.4% | -41.2% | -9.2% |
| 6M | +12.6% | +36.9% | -24.3% | +5.2% |
| YTD | -10.0% | +23.1% | -33.1% | -14.2% |
| 1Y | +15.0% | +42.2% | -27.2% | +5.7% |
| 3Y | +115.1% | +1.9% | +113.2% | +104.3% |
| 5Y | +93.0% | -42.9% | +136.0% | +92.3% |
| All | +93.0% | -42.4% | +135.4% | +92.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TECH.
Daily Out/Under-Performance
Portfolio return minus TECH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECH 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 TECH 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