-53.1%
W vs FOXA
+81.6%
-134.7%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.9% | +0.8% | +1.0% |
| 7D | -7.4% | -2.4% | -5.0% | -5.4% |
| 30D | +7.8% | +8.6% | -0.8% | +0.9% |
| 3M | +10.9% | +9.9% | +1.0% | +1.7% |
| 6M | +86.4% | +0.8% | +85.6% | +77.1% |
| YTD | +14.0% | -6.1% | +20.1% | +14.5% |
| 1Y | +3.5% | +3.3% | +0.2% | -6.0% |
| 3Y | +164.8% | +133.5% | +31.3% | -2.8% |
| 5Y | -53.1% | +75.8% | -128.9% | -78.2% |
| All | -53.1% | +81.6% | -134.7% | -78.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling