+119.4%
FOXA vs FE
+50.0%
+69.4%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.6% | -2.8% | -3.3% |
| 7D | -4.0% | +1.9% | -5.9% | -4.2% |
| 30D | +12.0% | -1.2% | +13.1% | +12.2% |
| 3M | +0.3% | +3.5% | -3.2% | -0.5% |
| 6M | +12.5% | -6.1% | +18.5% | +13.7% |
| YTD | -9.6% | +7.6% | -17.2% | -11.4% |
| 1Y | +8.6% | +11.9% | -3.3% | +5.2% |
| All | +119.4% | +50.0% | +69.4% | +88.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling