-66.1%
FIS vs FOXA
+87.1%
-153.2%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.1% | -1.3% | -2.6% |
| 7D | -9.1% | -5.4% | -3.7% | -7.2% |
| 30D | -10.4% | +1.1% | -11.6% | -11.0% |
| 3M | -3.7% | -6.1% | +2.4% | -2.6% |
| 6M | -24.8% | +8.2% | -33.0% | -28.6% |
| YTD | -41.6% | -11.8% | -29.8% | -39.6% |
| 1Y | -42.7% | +9.9% | -52.7% | -46.2% |
| 3Y | -26.2% | +110.7% | -137.0% | -49.6% |
| 5Y | -66.1% | +86.9% | -153.1% | -76.1% |
| All | -66.1% | +87.1% | -153.2% | -76.1% |
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