+422.4%
GE vs FOXA
+90.4%
+332.0%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.1% | -2.5% | -1.0% |
| 7D | -2.8% | -3.7% | +0.9% | -1.8% |
| 30D | -11.9% | +5.4% | -17.3% | -13.3% |
| 3M | +1.8% | -3.7% | +5.6% | +2.2% |
| 6M | -0.6% | +12.6% | -13.2% | -5.8% |
| YTD | +5.5% | -10.0% | +15.5% | +8.0% |
| 1Y | +15.0% | +15.0% | -0.1% | +6.7% |
| 3Y | +269.5% | +115.1% | +154.4% | +160.3% |
| 5Y | +422.4% | +93.0% | +329.4% | +265.7% |
| All | +422.4% | +90.4% | +332.0% | +265.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FOXA.
Daily Out/Under-Performance
Portfolio return minus FOXA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FOXA 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 FOXA 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