-26.4%
NOW vs FOXA
+70.7%
-97.1%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | +0.2% |
| 7D | -3.0% | +5.4% | -8.4% | -4.9% |
| 30D | -26.0% | +6.3% | -32.3% | -27.9% |
| 3M | -13.1% | +8.3% | -21.4% | -16.3% |
| 6M | +14.5% | +7.6% | +6.9% | +8.7% |
| YTD | -33.4% | -7.9% | -25.5% | -32.7% |
| 1Y | -40.6% | +2.4% | -43.0% | -42.7% |
| 3Y | -16.3% | +120.3% | -136.7% | -43.0% |
| All | -26.4% | +70.7% | -97.1% | -42.1% |
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