+831.0%
TER vs FOXA
+90.8%
+740.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -3.4% | +8.9% | +6.7% |
| 7D | +0.6% | -4.0% | +4.6% | +2.0% |
| 30D | -8.3% | +12.0% | -20.3% | -12.2% |
| 3M | -12.2% | +0.3% | -12.5% | -14.3% |
| 6M | +17.1% | +12.5% | +4.6% | +8.1% |
| YTD | +84.7% | -9.6% | +94.3% | +86.6% |
| 1Y | +199.9% | +8.6% | +191.3% | +177.7% |
| 3Y | +232.8% | +118.5% | +114.2% | +126.5% |
| 5Y | +198.6% | +88.8% | +109.8% | +113.4% |
| All | +831.0% | +90.8% | +740.1% | +466.7% |
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