+177.1%
W vs FOXA
+135.4%
+41.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.9% | +0.8% | +1.2% |
| 7D | -7.4% | -2.4% | -5.0% | -5.9% |
| 30D | +7.8% | +8.6% | -0.8% | +2.9% |
| 3M | +10.9% | +9.9% | +1.0% | +4.5% |
| 6M | +86.4% | +0.8% | +85.6% | +81.1% |
| YTD | +14.0% | -6.1% | +20.1% | +16.8% |
| 1Y | +3.5% | +3.3% | +0.2% | -2.7% |
| All | +177.1% | +135.4% | +41.7% | +22.3% |
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