+260.0%
META vs FOXA
+90.3%
+169.7%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.5% |
| 7D | +6.0% | -0.6% | +6.7% | +6.2% |
| 30D | +3.6% | +2.3% | +1.3% | +2.8% |
| 3M | +4.9% | -2.8% | +7.7% | +4.5% |
| 6M | -4.7% | +9.6% | -14.3% | -9.1% |
| YTD | -6.9% | -9.9% | +3.0% | -5.6% |
| 1Y | -18.2% | +5.4% | -23.6% | -21.8% |
| 3Y | +107.8% | +115.3% | -7.5% | +54.9% |
| 5Y | +63.9% | +93.1% | -29.2% | +26.4% |
| All | +260.0% | +90.3% | +169.7% | +154.4% |
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