+1,346.0%
FLEX vs FOXA
+90.8%
+1,255.1%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.4% | +4.9% | +3.0% |
| 7D | -0.9% | -4.0% | +3.1% | +0.8% |
| 30D | -10.1% | +12.0% | -22.1% | -14.9% |
| 3M | -31.3% | +0.3% | -31.6% | -33.0% |
| 6M | +71.3% | +12.5% | +58.8% | +56.6% |
| YTD | +81.2% | -9.6% | +90.9% | +84.1% |
| 1Y | +98.5% | +8.6% | +89.9% | +81.7% |
| 3Y | +428.2% | +118.5% | +309.7% | +228.3% |
| 5Y | +657.3% | +88.8% | +568.5% | +398.7% |
| All | +1,346.0% | +90.8% | +1,255.1% | +663.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling