+643.2%
GEV vs FOXA
+117.1%
+526.1%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.3% | +3.4% | +3.2% |
| 7D | +8.1% | -0.6% | +8.7% | +8.2% |
| 30D | -1.9% | +2.3% | -4.2% | -2.3% |
| 3M | +4.1% | -2.8% | +6.9% | +4.7% |
| 6M | +23.2% | +9.6% | +13.6% | +19.8% |
| YTD | +48.9% | -9.9% | +58.8% | +53.5% |
| 1Y | +62.2% | +5.4% | +56.8% | +58.0% |
| All | +643.2% | +117.1% | +526.1% | +430.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling