-18.2%
META vs FOXA
+7.2%
-25.4%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.6% |
| 7D | +6.0% | -0.6% | +6.7% | +6.0% |
| 30D | +3.6% | +2.3% | +1.3% | +3.9% |
| 3M | +4.9% | -2.8% | +7.7% | +3.2% |
| 6M | -4.7% | +9.6% | -14.3% | -5.0% |
| YTD | -6.9% | -9.9% | +3.0% | -11.0% |
| 1Y | -18.2% | +5.4% | -23.6% | -16.3% |
| All | -18.2% | +7.2% | -25.4% | -16.3% |
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