+69.8%
FITB vs FOXA
+90.4%
-20.7%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.1% | -1.6% | -0.5% |
| 7D | -1.0% | -3.7% | +2.8% | +0.7% |
| 30D | -5.5% | +5.4% | -10.9% | -8.0% |
| 3M | +4.1% | -3.7% | +7.8% | +4.6% |
| 6M | +18.7% | +12.6% | +6.2% | +8.7% |
| YTD | +18.2% | -10.0% | +28.1% | +22.1% |
| 1Y | +23.7% | +15.0% | +8.6% | +10.1% |
| 3Y | +130.8% | +115.1% | +15.7% | +36.7% |
| 5Y | +69.8% | +93.0% | -23.3% | -0.1% |
| All | +69.8% | +90.4% | -20.7% | -0.1% |
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