+29.3%
FLUT vs FOXA
+90.8%
-61.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.4% | +1.2% | -1.4% |
| 7D | -1.6% | -4.0% | +2.3% | -0.7% |
| 30D | +7.7% | +12.0% | -4.2% | +5.1% |
| 3M | -0.7% | +0.3% | -1.0% | -1.3% |
| 6M | -11.2% | +12.5% | -23.6% | -14.2% |
| YTD | -53.4% | -9.6% | -43.8% | -52.9% |
| 1Y | -65.8% | +8.6% | -74.3% | -66.7% |
| 3Y | -44.9% | +118.5% | -163.5% | -53.7% |
| 5Y | -49.7% | +88.8% | -138.4% | -57.0% |
| All | +29.3% | +90.8% | -61.5% | +5.9% |
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