+90.1%
FOXA vs FE
+51.6%
+38.5%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.1% | +2.0% | +2.0% |
| 7D | -3.7% | -1.7% | -2.1% | -3.2% |
| 30D | +5.4% | -1.3% | +6.6% | +5.8% |
| 3M | -3.7% | +0.6% | -4.3% | -4.1% |
| 6M | +12.6% | -6.8% | +19.4% | +14.7% |
| YTD | -10.0% | +6.4% | -16.4% | -12.3% |
| 1Y | +15.0% | +11.3% | +3.8% | +10.3% |
| 3Y | +115.1% | +47.1% | +68.0% | +85.1% |
| 5Y | +93.0% | +50.4% | +42.6% | +62.7% |
| All | +90.1% | +51.6% | +38.5% | +64.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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