+326.4%
FAST vs FOXA
+97.5%
+228.9%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.6% | +1.4% | +2.6% |
| 7D | +3.8% | +7.9% | -4.0% | +1.9% |
| 30D | +8.1% | +8.5% | -0.4% | +5.8% |
| 3M | +5.8% | +6.2% | -0.4% | +3.8% |
| 6M | +24.9% | +8.0% | +16.8% | +20.9% |
| YTD | +38.9% | -6.5% | +45.4% | +39.1% |
| 1Y | +36.5% | +3.6% | +32.9% | +32.9% |
| 3Y | +98.1% | +136.0% | -37.9% | +51.8% |
| 5Y | +109.3% | +77.7% | +31.6% | +70.9% |
| All | +326.4% | +97.5% | +228.9% | +202.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling