+112.5%
NET vs FOXA
+89.1%
+23.4%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.4% | +1.4% | -0.3% |
| 7D | -7.0% | -4.0% | -3.0% | -5.2% |
| 30D | -4.8% | +12.0% | -16.8% | -10.7% |
| 3M | +3.8% | +0.3% | +3.6% | +1.1% |
| 6M | +50.0% | +12.5% | +37.6% | +35.1% |
| YTD | +41.5% | -9.6% | +51.1% | +45.5% |
| 1Y | +32.8% | +8.6% | +24.2% | +19.5% |
| 3Y | +335.9% | +118.5% | +217.3% | +125.1% |
| All | +112.5% | +89.1% | +23.4% | +18.0% |
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 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