+129.0%
FITB vs FOXA
+110.7%
+18.2%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.1% | +1.5% | +0.2% |
| 7D | -0.4% | -5.4% | +5.0% | +1.6% |
| 30D | -5.1% | +1.1% | -6.3% | -5.7% |
| 3M | +3.5% | -6.1% | +9.7% | +5.5% |
| 6M | +17.2% | +8.2% | +9.0% | +10.9% |
| YTD | +17.6% | -11.8% | +29.4% | +23.3% |
| 1Y | +23.4% | +9.9% | +13.4% | +14.0% |
| All | +129.0% | +110.7% | +18.2% | +36.0% |
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 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