+208.7%
NRG vs FOXA
+117.6%
+91.0%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.2% | +0.5% | +1.5% |
| 7D | -4.7% | +0.8% | -5.5% | -4.8% |
| 30D | -6.0% | +5.0% | -11.0% | -6.6% |
| 3M | -8.0% | -3.0% | -4.9% | -7.0% |
| 6M | -23.2% | +14.8% | -37.9% | -26.1% |
| YTD | -28.1% | -8.9% | -19.1% | -25.6% |
| 1Y | -27.3% | +13.3% | -40.6% | -31.2% |
| 3Y | +208.7% | +115.4% | +93.2% | +153.8% |
| All | +208.7% | +117.6% | +91.0% | +153.8% |
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