+114.2%
NOW vs FOXA
+99.6%
+14.6%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.1% | -2.5% | +0.5% |
| 7D | +0.3% | +2.7% | -2.4% | -0.4% |
| 30D | -27.0% | +10.0% | -36.9% | -28.9% |
| 3M | -19.6% | +5.0% | -24.6% | -21.1% |
| 6M | +17.5% | +3.4% | +14.1% | +14.9% |
| YTD | -33.3% | -5.5% | -27.8% | -33.3% |
| 1Y | -39.8% | +5.5% | -45.4% | -41.7% |
| 3Y | -19.9% | +139.3% | -159.2% | -37.9% |
| 5Y | -26.1% | +77.2% | -103.2% | -38.9% |
| All | +114.2% | +99.6% | +14.6% | +62.0% |
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