+75.3%
FDX vs FOXA
+77.4%
-2.1%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.6% | +1.9% | +2.9% |
| 7D | +0.2% | +7.9% | -7.7% | -2.4% |
| 30D | +9.3% | +8.5% | +0.8% | +6.2% |
| 3M | +0.5% | +6.2% | -5.7% | -2.0% |
| 6M | +5.3% | +8.0% | -2.7% | +0.7% |
| YTD | +38.6% | -6.5% | +45.1% | +40.2% |
| 1Y | +53.5% | +3.6% | +50.0% | +48.2% |
| 3Y | +74.2% | +136.0% | -61.8% | +11.2% |
| 5Y | +75.3% | +77.7% | -2.4% | +27.4% |
| All | +75.3% | +77.4% | -2.1% | +27.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling