+4.3%
XYZ vs FOXA
+90.3%
-85.9%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.3% | -2.9% | -3.1% |
| 7D | +2.9% | -0.6% | +3.5% | +3.2% |
| 30D | +1.4% | +2.3% | -0.9% | +0.1% |
| 3M | +14.6% | -2.8% | +17.4% | +13.6% |
| 6M | +20.8% | +9.6% | +11.2% | +11.4% |
| YTD | +23.1% | -9.9% | +33.0% | +26.3% |
| 1Y | +5.6% | +5.4% | +0.3% | -1.2% |
| 3Y | +50.9% | +115.3% | -64.4% | -5.1% |
| 5Y | -68.6% | +93.1% | -161.6% | -78.9% |
| All | +4.3% | +90.3% | -85.9% | -39.9% |
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 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