+156.1%
FDX vs FOXA
+96.5%
+59.5%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.4% |
| 7D | +0.5% | +0.4% | +0.1% | +0.4% |
| 30D | +9.5% | +7.9% | +1.6% | +6.4% |
| 3M | -1.3% | +6.7% | -8.0% | -4.1% |
| 6M | +5.5% | +7.5% | -2.0% | +0.7% |
| YTD | +38.9% | -6.9% | +45.8% | +39.6% |
| 1Y | +58.8% | +2.2% | +56.6% | +53.5% |
| 3Y | +71.1% | +131.4% | -60.3% | +15.5% |
| 5Y | +76.3% | +76.2% | +0.1% | +31.0% |
| All | +156.1% | +96.5% | +59.5% | +65.3% |
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 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