+99.6%
FOXA vs FDS
+54.1%
+45.5%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.3% | +3.8% | +4.0% |
| 7D | +2.7% | +1.5% | +1.2% | +2.2% |
| 30D | +10.0% | +14.8% | -4.8% | +5.2% |
| 3M | +5.0% | +16.3% | -11.3% | -0.6% |
| 6M | +3.4% | +66.2% | -62.8% | -13.4% |
| YTD | -5.5% | +16.2% | -21.7% | -11.8% |
| 1Y | +5.5% | +21.8% | -16.3% | -3.5% |
| 3Y | +139.3% | -23.9% | +163.2% | +156.4% |
| 5Y | +77.2% | -23.1% | +100.3% | +85.4% |
| All | +99.6% | +54.1% | +45.5% | +38.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 10y: compounded portfolio wealth divided by compounded FDS 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…
10y analysis · Full analysis span regression · 6 months rolling