+726.2%
FLEX vs FOXA
+89.1%
+637.1%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.3% | +4.7% | +4.5% |
| 7D | +7.0% | -0.6% | +7.6% | +7.1% |
| 30D | -5.8% | +2.3% | -8.1% | -6.7% |
| 3M | -24.2% | -2.8% | -21.4% | -24.0% |
| 6M | +90.8% | +9.6% | +81.2% | +80.8% |
| YTD | +89.2% | -9.9% | +99.1% | +94.6% |
| 1Y | +104.7% | +5.4% | +99.3% | +94.8% |
| 3Y | +478.1% | +115.3% | +362.8% | +291.1% |
| 5Y | +726.2% | +93.1% | +633.1% | +479.5% |
| All | +726.2% | +89.1% | +637.1% | +479.5% |
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