-50.6%
FLUT vs FOXA
+87.1%
-137.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.1% | +0.7% | -0.7% |
| 7D | -2.6% | -5.4% | +2.8% | -0.8% |
| 30D | +5.4% | +1.1% | +4.2% | +5.0% |
| 3M | -10.8% | -6.1% | -4.6% | -9.8% |
| 6M | -9.2% | +8.2% | -17.5% | -12.9% |
| YTD | -53.8% | -11.8% | -42.0% | -52.5% |
| 1Y | -66.0% | +9.9% | -75.9% | -67.6% |
| 3Y | -44.7% | +110.7% | -155.4% | -58.6% |
| 5Y | -50.6% | +86.9% | -137.5% | -63.3% |
| All | -50.6% | +87.1% | -137.7% | -63.3% |
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