+186.2%
IR vs FOXA
+90.1%
+96.0%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.1% | -2.7% | -1.5% |
| 7D | -3.1% | -3.7% | +0.7% | -1.7% |
| 30D | -14.0% | +5.4% | -19.4% | -16.0% |
| 3M | +3.7% | -3.7% | +7.5% | +3.5% |
| 6M | -15.4% | +12.6% | -27.9% | -21.5% |
| YTD | -7.7% | -10.0% | +2.3% | -6.0% |
| 1Y | -8.8% | +15.0% | -23.9% | -17.0% |
| 3Y | +5.6% | +115.1% | -109.5% | -28.1% |
| 5Y | +34.3% | +93.0% | -58.7% | -6.0% |
| All | +186.2% | +90.1% | +96.0% | +77.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling