+146.9%
FDX vs FOXA
+86.3%
+60.6%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.1% | +0.5% | -0.8% |
| 7D | -2.3% | -5.4% | +3.1% | -0.3% |
| 30D | -4.9% | +1.1% | -6.0% | -5.5% |
| 3M | -6.5% | -6.1% | -0.3% | -5.5% |
| 6M | +6.7% | +8.2% | -1.6% | +1.4% |
| YTD | +33.9% | -11.8% | +45.7% | +37.5% |
| 1Y | +72.2% | +9.9% | +62.3% | +60.7% |
| 3Y | +60.2% | +110.7% | -50.5% | +12.3% |
| 5Y | +62.9% | +86.9% | -24.0% | +17.9% |
| All | +146.9% | +86.3% | +60.6% | +62.8% |
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