+87.5%
U vs FOXA
+136.9%
-49.4%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +4.1% | +1.1% | +3.2% |
| 7D | +2.6% | +2.7% | -0.1% | +1.2% |
| 30D | +27.6% | +10.0% | +17.6% | +20.7% |
| 3M | +15.3% | +5.0% | +10.3% | +11.4% |
| 6M | +96.4% | +3.4% | +93.0% | +87.7% |
| YTD | +19.6% | -5.5% | +25.0% | +20.9% |
| 1Y | +42.1% | +5.5% | +36.6% | +33.5% |
| 3Y | +87.5% | +139.3% | -51.8% | +1.9% |
| All | +87.5% | +136.9% | -49.4% | +1.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling