+7.8%
XYZ vs FOXA
+90.8%
-83.0%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.4% | +2.7% | +0.9% |
| 7D | -1.0% | -4.0% | +3.0% | +1.1% |
| 30D | -1.7% | +12.0% | -13.7% | -7.5% |
| 3M | +16.7% | +0.3% | +16.5% | +13.8% |
| 6M | +26.9% | +12.5% | +14.4% | +15.4% |
| YTD | +27.1% | -9.6% | +36.8% | +30.3% |
| 1Y | +9.3% | +8.6% | +0.7% | +0.5% |
| 3Y | +42.3% | +118.5% | -76.3% | -11.3% |
| 5Y | -69.3% | +88.8% | -158.1% | -79.2% |
| All | +7.8% | +90.8% | -83.0% | -38.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling