+62.9%
T vs FOXA
+99.6%
-36.7%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.1% | -4.1% | -1.1% |
| 7D | +2.5% | +2.7% | -0.1% | +1.8% |
| 30D | -3.8% | +10.0% | -13.8% | -6.2% |
| 3M | -8.7% | +5.0% | -13.7% | -10.0% |
| 6M | -8.1% | +3.4% | -11.5% | -9.8% |
| YTD | -6.4% | -5.5% | -1.0% | -6.2% |
| 1Y | -9.8% | +5.5% | -15.3% | -12.5% |
| 3Y | +65.5% | +139.3% | -73.8% | +20.7% |
| 5Y | +57.0% | +77.2% | -20.2% | +24.4% |
| All | +62.9% | +99.6% | -36.7% | +9.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling