+11.3%
XYZ vs FOXA
+94.4%
-83.1%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.5% | +3.2% | +2.5% |
| 7D | +12.1% | +5.4% | +6.8% | +9.3% |
| 30D | +12.4% | +6.3% | +6.1% | +9.0% |
| 3M | +8.2% | +8.3% | -0.2% | +3.6% |
| 6M | +20.7% | +7.6% | +13.1% | +12.6% |
| YTD | +31.3% | -7.9% | +39.3% | +33.1% |
| 1Y | +20.5% | +2.4% | +18.2% | +15.3% |
| 3Y | +72.6% | +120.3% | -47.7% | +7.0% |
| 5Y | -64.0% | +71.0% | -135.0% | -74.7% |
| All | +11.3% | +94.4% | -83.1% | -36.7% |
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