+1,381.0%
NET vs FOXA
+124.4%
+1,256.6%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.8% | -6.4% | -3.4% |
| 7D | -16.4% | +9.9% | -26.2% | -18.0% |
| 30D | -25.8% | +10.0% | -35.8% | -27.5% |
| 3M | -11.5% | +18.4% | -29.9% | -15.1% |
| 6M | +18.9% | +12.2% | +6.7% | +14.3% |
| YTD | +35.2% | -3.8% | +39.0% | +34.7% |
| 1Y | +14.5% | +8.9% | +5.5% | +10.5% |
| 3Y | +313.8% | +126.5% | +187.3% | +235.3% |
| 5Y | +32.6% | +79.4% | -46.8% | +7.6% |
| All | +1,381.0% | +124.4% | +1,256.6% | +1,121.5% |
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