-63.9%
XYZ vs FOXA
+70.7%
-134.6%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.5% | +3.2% | +2.6% |
| 7D | +12.1% | +5.4% | +6.8% | +8.7% |
| 30D | +12.4% | +6.3% | +6.1% | +8.2% |
| 3M | +8.2% | +8.3% | -0.2% | +2.5% |
| 6M | +20.7% | +7.6% | +13.1% | +10.1% |
| YTD | +31.3% | -7.9% | +39.3% | +34.3% |
| 1Y | +20.5% | +2.4% | +18.2% | +13.5% |
| 3Y | +72.6% | +120.3% | -47.7% | -18.5% |
| All | -63.9% | +70.7% | -134.6% | -79.3% |
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