+23.6%
O vs FOXA
+99.6%
-76.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.1% | -4.9% | -1.9% |
| 7D | -0.4% | +2.7% | -3.0% | -1.2% |
| 30D | +7.1% | +10.0% | -2.9% | +4.1% |
| 3M | -5.2% | +5.0% | -10.2% | -6.9% |
| 6M | -1.8% | +3.4% | -5.2% | -4.0% |
| YTD | +9.1% | -5.5% | +14.6% | +9.0% |
| 1Y | +9.7% | +5.5% | +4.1% | +5.7% |
| 3Y | +39.1% | +139.3% | -100.2% | -2.1% |
| 5Y | +8.4% | +77.2% | -68.8% | -16.5% |
| All | +23.6% | +99.6% | -76.0% | -29.4% |
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