+163.4%
JPM vs FOXA
+117.6%
+45.8%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.2% | -0.4% | +0.5% |
| 7D | -0.7% | +0.8% | -1.5% | -0.9% |
| 30D | -2.5% | +5.0% | -7.5% | -3.7% |
| 3M | +14.1% | -3.0% | +17.2% | +15.0% |
| 6M | +25.1% | +14.8% | +10.3% | +18.4% |
| YTD | +12.1% | -8.9% | +21.0% | +15.3% |
| 1Y | +18.8% | +13.3% | +5.5% | +12.0% |
| 3Y | +163.4% | +115.4% | +48.0% | +93.8% |
| All | +163.4% | +117.6% | +45.8% | +93.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling