+95.1%
META vs FOXA
+117.4%
-22.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.5% | +2.4% | +1.0% |
| 7D | -0.8% | +5.4% | -6.2% | -1.4% |
| 30D | -15.4% | +6.3% | -21.7% | -16.1% |
| 3M | +3.5% | +8.3% | -4.8% | +2.4% |
| 6M | -0.3% | +7.6% | -7.9% | -2.7% |
| YTD | -7.3% | -7.9% | +0.6% | -6.5% |
| 1Y | -1.1% | +2.4% | -3.4% | -2.5% |
| 3Y | +95.1% | +120.3% | -25.3% | +86.8% |
| All | +95.1% | +117.4% | -22.4% | +86.8% |
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