+99.6%
FOXA vs FE
+55.6%
+44.0%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.1% | +3.0% | +3.8% |
| 7D | +2.7% | +1.2% | +1.4% | +2.3% |
| 30D | +10.0% | +4.5% | +5.4% | +8.5% |
| 3M | +5.0% | +1.3% | +3.7% | +4.5% |
| 6M | +3.4% | +8.7% | -5.3% | +0.4% |
| YTD | -5.5% | +9.2% | -14.7% | -8.7% |
| 1Y | +5.5% | +7.0% | -1.4% | +2.5% |
| 3Y | +139.3% | +51.4% | +87.9% | +104.1% |
| 5Y | +77.2% | +47.7% | +29.5% | +50.5% |
| All | +99.6% | +55.6% | +44.0% | +71.3% |
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