+154.6%
JPM vs FOXA
+90.4%
+64.2%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.1% | -2.4% | -0.9% |
| 7D | -2.3% | -3.7% | +1.4% | -1.3% |
| 30D | -2.3% | +5.4% | -7.7% | -4.0% |
| 3M | +14.9% | -3.7% | +18.6% | +15.4% |
| 6M | +23.6% | +12.6% | +11.1% | +16.7% |
| YTD | +11.3% | -10.0% | +21.2% | +14.0% |
| 1Y | +19.9% | +15.0% | +4.9% | +11.3% |
| 3Y | +162.6% | +115.1% | +47.5% | +89.3% |
| 5Y | +154.6% | +93.0% | +61.6% | +81.8% |
| All | +154.6% | +90.4% | +64.2% | +81.8% |
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 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