-23.9%
FIS vs FOXA
+115.3%
-139.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.3% | -5.6% | -5.8% |
| 7D | -3.5% | -0.6% | -2.8% | -3.3% |
| 30D | -7.8% | +2.3% | -10.2% | -8.6% |
| 3M | +0.8% | -2.8% | +3.7% | +0.5% |
| 6M | -21.9% | +9.6% | -31.5% | -25.6% |
| YTD | -39.5% | -9.9% | -29.6% | -38.3% |
| 1Y | -41.0% | +5.4% | -46.4% | -43.1% |
| All | -23.9% | +115.3% | -139.1% | -45.4% |
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 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