+89.2%
T vs FOXA
+92.4%
-3.2%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.2% | +0.8% | +1.7% |
| 7D | +1.5% | +0.8% | +0.7% | +1.3% |
| 30D | +7.5% | +5.0% | +2.4% | +6.1% |
| 3M | +14.8% | -3.0% | +17.9% | +14.9% |
| 6M | -1.7% | +14.8% | -16.5% | -6.6% |
| YTD | +8.7% | -8.9% | +17.6% | +10.0% |
| 1Y | -7.5% | +13.3% | -20.8% | -12.5% |
| 3Y | +110.2% | +115.4% | -5.2% | +58.1% |
| 5Y | +71.6% | +95.3% | -23.6% | +31.2% |
| All | +89.2% | +92.4% | -3.2% | +28.3% |
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