+320.0%
TPR vs FOXA
+90.3%
+229.7%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.3% | -3.4% | -3.6% |
| 7D | -3.4% | -0.6% | -2.7% | -3.1% |
| 30D | -27.3% | +2.3% | -29.6% | -28.8% |
| 3M | -16.2% | -2.8% | -13.4% | -17.2% |
| 6M | -17.9% | +9.6% | -27.5% | -25.6% |
| YTD | -7.1% | -9.9% | +2.8% | -5.4% |
| 1Y | +13.6% | +5.4% | +8.2% | +3.3% |
| 3Y | +293.7% | +115.3% | +178.5% | +113.3% |
| 5Y | +239.1% | +93.1% | +146.0% | +93.3% |
| All | +320.0% | +90.3% | +229.7% | +93.0% |
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 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