+2.2%
FOXA vs FE
+6.0%
-3.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.5% |
| 7D | +0.4% | -0.5% | +0.9% | +0.3% |
| 30D | +7.9% | +4.3% | +3.6% | +8.4% |
| 3M | +6.7% | +0.4% | +6.3% | +6.6% |
| 6M | +7.5% | +6.9% | +0.6% | +8.6% |
| YTD | -6.9% | +8.0% | -14.9% | -5.1% |
| 1Y | +2.2% | +4.8% | -2.6% | +3.6% |
| All | +2.2% | +6.0% | -3.8% | +3.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling