+322.4%
NET vs FOXA
+127.2%
+195.2%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.8% | -6.4% | -3.3% |
| 7D | -16.4% | +9.9% | -26.2% | -17.9% |
| 30D | -25.8% | +10.0% | -35.8% | -27.4% |
| 3M | -11.5% | +18.4% | -29.9% | -15.2% |
| 6M | +18.9% | +12.2% | +6.7% | +13.9% |
| YTD | +35.2% | -3.8% | +39.0% | +37.0% |
| 1Y | +14.5% | +8.9% | +5.5% | +10.6% |
| All | +322.4% | +127.2% | +195.2% | +231.6% |
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