+319.1%
JPM vs FOXA
+92.4%
+226.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.2% | -0.4% | +0.3% |
| 7D | -0.7% | +0.8% | -1.5% | -1.0% |
| 30D | -2.5% | +5.0% | -7.5% | -4.6% |
| 3M | +14.1% | -3.0% | +17.2% | +13.8% |
| 6M | +25.1% | +14.8% | +10.3% | +15.1% |
| YTD | +12.1% | -8.9% | +21.0% | +13.9% |
| 1Y | +18.8% | +13.3% | +5.5% | +8.9% |
| 3Y | +163.4% | +115.4% | +48.0% | +76.4% |
| 5Y | +156.5% | +95.3% | +61.3% | +75.0% |
| All | +319.1% | +92.4% | +226.8% | +144.7% |
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 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