-68.1%
XYZ vs FOXA
+90.4%
-158.5%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.1% | -2.5% | -1.6% |
| 7D | -5.2% | -3.7% | -1.4% | -3.0% |
| 30D | 0.0% | +5.4% | -5.4% | -3.3% |
| 3M | +18.7% | -3.7% | +22.4% | +18.2% |
| 6M | +20.5% | +12.6% | +8.0% | +6.0% |
| YTD | +21.5% | -10.0% | +31.4% | +26.1% |
| 1Y | +7.2% | +15.0% | -7.8% | -8.7% |
| 3Y | +49.0% | +115.1% | -66.1% | -26.7% |
| 5Y | -68.1% | +93.0% | -161.1% | -82.1% |
| All | -68.1% | +90.4% | -158.5% | -82.1% |
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