+98.3%
FOXA vs FE
+54.0%
+44.3%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.8% | +0.9% |
| 7D | -2.4% | -0.4% | -2.0% | -2.3% |
| 30D | +8.6% | +3.6% | +5.0% | +7.4% |
| 3M | +9.9% | +0.3% | +9.6% | +9.7% |
| 6M | +0.8% | +6.4% | -5.6% | -1.5% |
| YTD | -6.1% | +8.1% | -14.2% | -9.1% |
| 1Y | +3.3% | +4.6% | -1.3% | +1.1% |
| 3Y | +133.5% | +49.1% | +84.4% | +100.1% |
| 5Y | +75.8% | +46.1% | +29.7% | +49.9% |
| All | +98.3% | +54.0% | +44.3% | +70.7% |
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