+373.0%
TPR vs FOXA
+99.6%
+273.4%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.1% | -4.3% | -2.5% |
| 7D | -0.3% | +2.7% | -3.0% | -1.9% |
| 30D | +15.1% | +10.0% | +5.1% | +8.5% |
| 3M | +3.5% | +5.0% | -1.5% | -0.3% |
| 6M | +0.4% | +3.4% | -2.9% | -5.4% |
| YTD | +4.6% | -5.5% | +10.1% | +2.8% |
| 1Y | +33.1% | +5.5% | +27.6% | +21.6% |
| 3Y | +396.0% | +139.3% | +256.7% | +150.0% |
| 5Y | +230.3% | +77.2% | +153.1% | +101.7% |
| All | +373.0% | +99.6% | +273.4% | +109.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling