+478.1%
FLEX vs FOXA
+118.5%
+359.6%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.3% | +4.7% | +4.4% |
| 7D | +7.0% | -0.6% | +7.6% | +7.0% |
| 30D | -5.8% | +2.3% | -8.1% | -6.3% |
| 3M | -24.2% | -2.8% | -21.4% | -23.1% |
| 6M | +90.8% | +9.6% | +81.2% | +85.0% |
| YTD | +89.2% | -9.9% | +99.1% | +97.1% |
| 1Y | +104.7% | +5.4% | +99.3% | +99.6% |
| 3Y | +478.1% | +115.3% | +362.8% | +351.2% |
| All | +478.1% | +118.5% | +359.6% | +351.2% |
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