-24.5%
TE vs FOXA
+115.1%
-139.6%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +2.1% | -8.8% | -7.8% |
| 7D | +0.9% | -3.7% | +4.6% | +2.8% |
| 30D | -16.3% | +5.4% | -21.6% | -19.1% |
| 3M | -40.8% | -3.7% | -37.0% | -40.3% |
| 6M | -42.6% | +12.6% | -55.2% | -50.2% |
| YTD | -31.4% | -10.0% | -21.5% | -27.4% |
| 1Y | +144.9% | +15.0% | +129.9% | +102.8% |
| All | -24.5% | +115.1% | -139.6% | -68.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling