+74.2%
FDX vs FOXA
+123.0%
-48.8%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.6% | +1.9% | +3.1% |
| 7D | +0.2% | +7.9% | -7.7% | -1.6% |
| 30D | +9.3% | +8.5% | +0.8% | +7.2% |
| 3M | +0.5% | +6.2% | -5.7% | -1.2% |
| 6M | +5.3% | +8.0% | -2.7% | +2.4% |
| YTD | +38.6% | -6.5% | +45.1% | +41.3% |
| 1Y | +53.5% | +3.6% | +50.0% | +50.3% |
| 3Y | +74.2% | +136.0% | -61.8% | +23.2% |
| All | +74.2% | +123.0% | -48.8% | +23.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling