+1,449.6%
NET vs FOXA
+110.7%
+1,338.8%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.4% | +1.4% | -1.2% |
| 7D | -7.0% | -4.0% | -3.0% | -6.2% |
| 30D | -4.8% | +12.0% | -16.8% | -7.4% |
| 3M | +3.8% | +0.3% | +3.6% | +2.7% |
| 6M | +50.0% | +12.5% | +37.6% | +44.0% |
| YTD | +41.5% | -9.6% | +51.1% | +43.1% |
| 1Y | +32.8% | +8.6% | +24.2% | +27.8% |
| 3Y | +335.9% | +118.5% | +217.3% | +256.8% |
| 5Y | +113.8% | +88.8% | +25.1% | +78.1% |
| All | +1,449.6% | +110.7% | +1,338.8% | +1,198.0% |
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