+78.0%
V vs FOXA
+136.9%
-58.9%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.1% | -2.8% | +0.5% |
| 7D | +0.9% | +2.7% | -1.7% | +0.4% |
| 30D | +9.0% | +10.0% | -1.0% | +6.9% |
| 3M | +16.7% | +5.0% | +11.7% | +15.4% |
| 6M | +33.4% | +3.4% | +30.0% | +31.4% |
| YTD | +22.4% | -5.5% | +27.8% | +23.0% |
| 1Y | +27.7% | +5.5% | +22.1% | +24.7% |
| 3Y | +78.0% | +139.3% | -61.3% | +54.5% |
| All | +78.0% | +136.9% | -58.9% | +54.5% |
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 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