+64.4%
FDX vs FOXA
+89.1%
-24.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.3% | -2.3% | -2.5% |
| 7D | -3.3% | -0.6% | -2.7% | -3.2% |
| 30D | -1.4% | +2.3% | -3.7% | -2.3% |
| 3M | -4.5% | -2.8% | -1.7% | -4.4% |
| 6M | +9.4% | +9.6% | -0.2% | +4.0% |
| YTD | +36.0% | -9.9% | +45.9% | +39.4% |
| 1Y | +75.5% | +5.4% | +70.1% | +67.2% |
| 3Y | +62.8% | +115.3% | -52.5% | +11.3% |
| 5Y | +64.4% | +93.1% | -28.7% | +16.1% |
| All | +64.4% | +89.1% | -24.7% | +16.1% |
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