+1,326.2%
FLEX vs FOXA
+90.1%
+1,236.0%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +2.1% | -6.2% | -5.0% |
| 7D | +0.1% | -3.7% | +3.8% | +1.7% |
| 30D | -11.8% | +5.4% | -17.1% | -14.1% |
| 3M | -22.6% | -3.7% | -18.8% | -22.9% |
| 6M | +77.3% | +12.6% | +64.8% | +62.1% |
| YTD | +78.8% | -10.0% | +88.7% | +81.8% |
| 1Y | +86.1% | +15.0% | +71.0% | +65.5% |
| 3Y | +446.2% | +115.1% | +331.1% | +242.3% |
| 5Y | +689.7% | +93.0% | +596.7% | +412.9% |
| All | +1,326.2% | +90.1% | +1,236.0% | +653.4% |
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