-67.6%
FIS vs FOXA
+99.6%
-167.2%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +4.1% | 0.0% | +2.7% |
| 7D | +2.8% | +2.7% | +0.1% | +1.9% |
| 30D | -16.7% | +10.0% | -26.7% | -20.0% |
| 3M | -32.3% | +5.0% | -37.3% | -34.0% |
| 6M | -29.1% | +3.4% | -32.4% | -31.2% |
| YTD | -54.1% | -5.5% | -48.6% | -54.2% |
| 1Y | -53.7% | +5.5% | -59.2% | -55.7% |
| 3Y | -38.8% | +139.3% | -178.1% | -58.4% |
| 5Y | -71.1% | +77.2% | -148.3% | -78.3% |
| All | -67.6% | +99.6% | -167.2% | -80.1% |
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 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