+25.1%
XYZ vs FOXA
-0.1%
+25.2%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.3% | -0.7% | -3.2% |
| 7D | -2.1% | -2.9% | +0.8% | -1.4% |
| 30D | +7.0% | +5.1% | +1.9% | +6.4% |
| 3M | +5.1% | +4.7% | +0.4% | +4.5% |
| 6M | +14.1% | -0.2% | +14.3% | +12.3% |
| YTD | +26.4% | -9.2% | +35.6% | +33.0% |
| 1Y | +25.1% | -0.6% | +25.7% | +21.9% |
| All | +25.1% | -0.1% | +25.2% | +21.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling