-49.9%
FLUT vs FOXA
+70.0%
-119.9%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.3% | -0.8% | -3.0% |
| 7D | -1.2% | -2.9% | +1.7% | -0.2% |
| 30D | +5.0% | +5.1% | -0.1% | +3.0% |
| 3M | -16.4% | +4.7% | -21.1% | -17.8% |
| 6M | -14.6% | -0.2% | -14.3% | -15.5% |
| YTD | -61.9% | -9.2% | -52.6% | -61.3% |
| 1Y | -65.0% | -0.6% | -64.5% | -65.5% |
| 3Y | -44.8% | +125.7% | -170.5% | -60.3% |
| 5Y | -49.9% | +70.2% | -120.1% | -60.5% |
| All | -49.9% | +70.0% | -119.9% | -60.5% |
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