-52.7%
TEAM vs FOXA
+90.4%
-143.2%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.1% | -1.0% | 0.0% |
| 7D | -7.8% | -3.7% | -4.0% | -6.0% |
| 30D | +16.5% | +5.4% | +11.2% | +12.8% |
| 3M | +96.2% | -3.7% | +99.9% | +96.0% |
| 6M | +130.2% | +12.6% | +117.6% | +109.4% |
| YTD | +10.7% | -10.0% | +20.7% | +13.8% |
| 1Y | +3.0% | +15.0% | -12.0% | -7.9% |
| 3Y | -13.1% | +115.1% | -128.2% | -45.8% |
| 5Y | -52.7% | +93.0% | -145.8% | -67.0% |
| All | -52.7% | +90.4% | -143.2% | -67.0% |
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