+37.3%
IR vs FOXA
+87.1%
-49.8%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.1% | +0.1% | -1.4% |
| 7D | -1.9% | -5.4% | +3.5% | -0.2% |
| 30D | -15.0% | +1.1% | -16.2% | -15.5% |
| 3M | -0.4% | -6.1% | +5.7% | +0.6% |
| 6M | -15.0% | +8.2% | -23.3% | -19.3% |
| YTD | -7.1% | -11.8% | +4.7% | -4.3% |
| 1Y | -7.5% | +9.9% | -17.5% | -13.7% |
| 3Y | +6.3% | +110.7% | -104.4% | -24.5% |
| 5Y | +37.3% | +86.9% | -49.6% | -1.0% |
| All | +37.3% | +87.1% | -49.8% | -1.0% |
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 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