+162.2%
FITB vs FOXA
+92.4%
+69.8%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.2% | -0.6% | -0.1% |
| 7D | -0.3% | +0.8% | -1.1% | -0.8% |
| 30D | -5.7% | +5.0% | -10.7% | -8.6% |
| 3M | +3.2% | -3.0% | +6.2% | +2.7% |
| 6M | +23.4% | +14.8% | +8.6% | +9.5% |
| YTD | +18.8% | -8.9% | +27.7% | +21.3% |
| 1Y | +25.0% | +13.3% | +11.6% | +10.1% |
| 3Y | +131.2% | +115.4% | +15.8% | +29.3% |
| 5Y | +70.7% | +95.3% | -24.6% | -0.5% |
| All | +162.2% | +92.4% | +69.8% | +25.0% |
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