-42.5%
W vs FOXA
+92.4%
-134.9%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.2% | 0.0% | +0.4% |
| 7D | -0.9% | +0.8% | -1.7% | -1.5% |
| 30D | -4.2% | +5.0% | -9.3% | -8.0% |
| 3M | +26.9% | -3.0% | +29.9% | +25.2% |
| 6M | +31.2% | +14.8% | +16.5% | +12.5% |
| YTD | -1.8% | -8.9% | +7.1% | +0.1% |
| 1Y | +9.3% | +13.3% | -4.0% | -6.2% |
| 3Y | +33.2% | +115.4% | -82.2% | -27.4% |
| 5Y | -62.4% | +95.3% | -157.7% | -77.5% |
| All | -42.5% | +92.4% | -134.9% | -74.2% |
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