+64.2%
T vs FOXA
+87.1%
-22.9%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.1% | +0.3% | -1.4% |
| 7D | -3.1% | -5.4% | +2.3% | -2.1% |
| 30D | +4.6% | +1.1% | +3.4% | +4.3% |
| 3M | +12.2% | -6.1% | +18.3% | +13.2% |
| 6M | -6.5% | +8.2% | -14.7% | -8.6% |
| YTD | +4.9% | -11.8% | +16.7% | +7.1% |
| 1Y | -10.5% | +9.9% | -20.4% | -13.6% |
| 3Y | +104.6% | +110.7% | -6.2% | +59.2% |
| 5Y | +64.2% | +86.9% | -22.7% | +29.2% |
| All | +64.2% | +87.1% | -22.9% | +29.2% |
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