+904.7%
FLEX vs FOXA
+96.5%
+808.2%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.5% | -2.2% | -2.5% |
| 7D | -13.6% | +0.4% | -14.0% | -13.8% |
| 30D | -36.5% | +7.9% | -44.4% | -38.8% |
| 3M | -36.4% | +6.7% | -43.1% | -38.9% |
| 6M | -46.5% | +7.5% | -54.0% | -50.1% |
| YTD | +25.9% | -6.9% | +32.9% | +25.3% |
| 1Y | +19.6% | +2.2% | +17.4% | +13.3% |
| 3Y | +287.0% | +131.4% | +155.6% | +132.8% |
| 5Y | +466.6% | +76.2% | +390.4% | +287.1% |
| All | +904.7% | +96.5% | +808.2% | +419.2% |
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 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