+93.0%
FOXA vs FDS
-28.1%
+121.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -5.8% | +7.9% | +3.4% |
| 7D | -3.7% | -16.0% | +12.2% | +0.1% |
| 30D | +5.4% | -6.7% | +12.1% | +6.8% |
| 3M | -3.7% | +6.0% | -9.7% | -5.7% |
| 6M | +12.6% | +25.1% | -12.5% | +5.5% |
| YTD | -10.0% | -8.1% | -1.8% | -9.0% |
| 1Y | +15.0% | -26.0% | +41.1% | +22.9% |
| 3Y | +115.1% | -36.4% | +151.5% | +138.5% |
| 5Y | +93.0% | -27.7% | +120.8% | +110.8% |
| All | +93.0% | -28.1% | +121.1% | +110.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling