-35.7%
U vs FOXA
+147.9%
-183.6%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +1.2% | +3.3% | +3.9% |
| 7D | +5.5% | +0.8% | +4.7% | +5.0% |
| 30D | -1.3% | +5.0% | -6.3% | -4.1% |
| 3M | +64.6% | -3.0% | +67.6% | +64.1% |
| 6M | +119.4% | +14.8% | +104.6% | +96.5% |
| YTD | -0.5% | -8.9% | +8.4% | +2.6% |
| 1Y | +1.3% | +13.3% | -12.0% | -8.5% |
| 3Y | +15.6% | +115.4% | -99.8% | -26.8% |
| 5Y | -67.5% | +95.3% | -162.7% | -78.2% |
| All | -35.7% | +147.9% | -183.6% | -55.2% |
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