-25.8%
TE vs FOXA
+11.1%
-36.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +3.8% | -7.3% | -3.9% |
| 7D | +3.8% | +9.9% | -6.1% | +2.9% |
| 30D | -26.2% | +10.0% | -36.2% | -26.9% |
| 3M | -49.7% | +18.4% | -68.1% | -50.4% |
| 6M | -46.5% | +12.2% | -58.7% | -47.5% |
| YTD | -59.1% | -3.8% | -55.3% | -52.6% |
| 1Y | -25.8% | +8.9% | -34.8% | -26.8% |
| All | -25.8% | +11.1% | -36.9% | -26.8% |
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