+9.2%
O vs FOXA
+70.0%
-60.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.3% | +2.8% | 0.0% |
| 7D | -0.4% | -2.9% | +2.5% | 0.0% |
| 30D | +8.3% | +5.1% | +3.1% | +7.4% |
| 3M | -4.0% | +4.7% | -8.7% | -4.8% |
| 6M | -2.6% | -0.2% | -2.4% | -3.2% |
| YTD | +9.9% | -9.2% | +19.1% | +10.9% |
| 1Y | +9.8% | -0.6% | +10.4% | +9.0% |
| 3Y | +39.7% | +125.7% | -86.0% | +14.1% |
| 5Y | +9.2% | +70.2% | -61.0% | -4.1% |
| All | +9.2% | +70.0% | -60.8% | -4.1% |
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