+240.4%
TPR vs FOXA
+89.1%
+151.3%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.4% | +3.4% | +1.3% |
| 7D | -2.3% | -4.0% | +1.7% | -0.8% |
| 30D | -23.0% | +12.0% | -34.9% | -26.8% |
| 3M | -12.5% | +0.3% | -12.7% | -14.1% |
| 6M | -21.4% | +12.5% | -33.9% | -27.8% |
| YTD | -3.5% | -9.6% | +6.1% | -1.1% |
| 1Y | +17.4% | +8.6% | +8.8% | +7.9% |
| 3Y | +291.3% | +118.5% | +172.7% | +135.7% |
| All | +240.4% | +89.1% | +151.3% | +116.5% |
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