+155.2%
V vs FOXA
+90.1%
+65.1%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.1% | -2.1% | -0.7% |
| 7D | -3.0% | -3.7% | +0.7% | -1.9% |
| 30D | +1.2% | +5.4% | -4.1% | -0.5% |
| 3M | +13.9% | -3.7% | +17.6% | +14.0% |
| 6M | +17.2% | +12.6% | +4.7% | +11.1% |
| YTD | +5.3% | -10.0% | +15.3% | +7.2% |
| 1Y | +9.5% | +15.0% | -5.6% | +2.2% |
| 3Y | +51.9% | +115.1% | -63.2% | +12.4% |
| 5Y | +69.6% | +93.0% | -23.5% | +27.9% |
| All | +155.2% | +90.1% | +65.1% | +65.0% |
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