+326.2%
QQQ vs FOXA
+92.4%
+233.8%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.2% | -0.3% | +0.6% |
| 7D | -0.6% | +0.8% | -1.4% | -0.8% |
| 30D | -1.2% | +5.0% | -6.3% | -2.6% |
| 3M | -0.2% | -3.0% | +2.8% | -0.4% |
| 6M | +17.9% | +14.8% | +3.2% | +11.8% |
| YTD | +16.6% | -8.9% | +25.6% | +17.9% |
| 1Y | +23.0% | +13.3% | +9.7% | +16.1% |
| 3Y | +92.9% | +115.4% | -22.5% | +49.3% |
| 5Y | +95.6% | +95.3% | +0.3% | +54.0% |
| All | +326.2% | +92.4% | +233.8% | +208.9% |
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