+199.0%
IR vs FOXA
+90.8%
+108.1%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.4% | +4.7% | +2.6% |
| 7D | -2.8% | -4.0% | +1.1% | -1.3% |
| 30D | -15.1% | +12.0% | -27.1% | -19.2% |
| 3M | +6.1% | +0.3% | +5.8% | +4.0% |
| 6M | -16.8% | +12.5% | -29.3% | -22.8% |
| YTD | -3.5% | -9.6% | +6.1% | -1.9% |
| 1Y | -3.5% | +8.6% | -12.1% | -10.0% |
| 3Y | +9.5% | +118.5% | -109.1% | -26.0% |
| 5Y | +45.1% | +88.8% | -43.7% | +2.6% |
| All | +199.0% | +90.8% | +108.1% | +84.7% |
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 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