+62.8%
META vs FOXA
+89.1%
-26.3%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.4% | +4.4% | +2.1% |
| 7D | +6.7% | -4.0% | +10.7% | +8.1% |
| 30D | +4.8% | +12.0% | -7.2% | +0.6% |
| 3M | -1.6% | +0.3% | -1.9% | -3.2% |
| 6M | -7.5% | +12.5% | -19.9% | -13.9% |
| YTD | -6.4% | -9.6% | +3.2% | -4.4% |
| 1Y | -17.3% | +8.6% | -25.9% | -23.3% |
| 3Y | +109.9% | +118.5% | -8.6% | +33.8% |
| All | +62.8% | +89.1% | -26.3% | +14.7% |
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