+92.4%
FOXA vs FDS
+20.3%
+72.1%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.2% | +2.4% | +1.5% |
| 7D | +0.8% | -14.0% | +14.8% | +5.5% |
| 30D | +5.0% | -6.2% | +11.3% | +6.8% |
| 3M | -3.0% | +10.2% | -13.2% | -6.8% |
| 6M | +14.8% | +27.4% | -12.7% | +3.9% |
| YTD | -8.9% | -9.3% | +0.3% | -7.9% |
| 1Y | +13.3% | -28.6% | +42.0% | +24.2% |
| 3Y | +115.4% | -36.8% | +152.2% | +144.1% |
| 5Y | +95.3% | -28.6% | +123.9% | +104.9% |
| All | +92.4% | +20.3% | +72.1% | +44.3% |
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