-8.4%
T vs FOXA
+12.8%
-21.1%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.1% | -0.5% | +1.6% |
| 7D | -2.4% | -3.7% | +1.3% | -2.5% |
| 30D | +4.3% | +5.4% | -1.1% | +4.5% |
| 3M | +11.6% | -3.7% | +15.3% | +11.6% |
| 6M | -5.6% | +12.6% | -18.1% | -4.5% |
| YTD | +6.6% | -10.0% | +16.5% | +8.8% |
| 1Y | -8.4% | +15.0% | -23.4% | -9.6% |
| All | -8.4% | +12.8% | -21.1% | -9.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling