+234.1%
IR vs FOXA
+91.7%
+142.4%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.3% | +3.6% | +1.6% |
| 7D | +4.3% | -2.9% | +7.1% | +5.4% |
| 30D | +8.1% | +5.1% | +2.9% | +5.7% |
| 3M | +0.7% | +4.7% | -4.0% | -1.9% |
| 6M | +16.6% | -0.2% | +16.9% | +13.9% |
| YTD | +7.8% | -9.2% | +17.0% | +8.9% |
| 1Y | +9.9% | -0.6% | +10.5% | +6.6% |
| 3Y | +25.2% | +125.7% | -100.5% | -16.9% |
| 5Y | +46.8% | +70.2% | -23.4% | +8.6% |
| All | +234.1% | +91.7% | +142.4% | +105.0% |
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