+25.0%
FLEX vs FOXA
+11.1%
+13.9%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | +3.8% | -16.1% | -11.5% |
| 7D | -17.0% | +9.9% | -26.8% | -15.5% |
| 30D | -33.8% | +10.0% | -43.8% | -32.6% |
| 3M | -39.0% | +18.4% | -57.5% | -37.2% |
| 6M | -15.9% | +12.2% | -28.1% | -11.4% |
| YTD | +27.8% | -3.8% | +31.6% | +40.9% |
| 1Y | +25.0% | +8.9% | +16.0% | +30.6% |
| All | +25.0% | +11.1% | +13.9% | +30.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling