-62.3%
W vs FOXA
+87.1%
-149.5%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.1% | +2.3% | +1.8% |
| 7D | +5.9% | -5.4% | +11.3% | +10.6% |
| 30D | -3.0% | +1.1% | -4.2% | -4.8% |
| 3M | +40.3% | -6.1% | +46.5% | +42.0% |
| 6M | +32.2% | +8.2% | +24.0% | +13.7% |
| YTD | -0.3% | -11.8% | +11.5% | +5.4% |
| 1Y | +16.2% | +9.9% | +6.2% | -3.7% |
| 3Y | +40.7% | +110.7% | -70.0% | -41.9% |
| 5Y | -62.3% | +86.9% | -149.3% | -81.9% |
| All | -62.3% | +87.1% | -149.5% | -81.9% |
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