+26.2%
MAR vs FOXA
+9.1%
+17.1%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.4% | +3.5% | +0.4% |
| 7D | -4.2% | -4.0% | -0.2% | -3.8% |
| 30D | -6.7% | +12.0% | -18.7% | -7.6% |
| 3M | -12.5% | +0.3% | -12.7% | -12.7% |
| 6M | +0.6% | +12.5% | -11.9% | -0.9% |
| YTD | +9.1% | -9.6% | +18.7% | +9.9% |
| 1Y | +26.2% | +8.6% | +17.6% | +23.6% |
| All | +26.2% | +9.1% | +17.1% | +23.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling