+90.3%
FOXA vs FE
+52.3%
+38.0%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | -0.1% |
| 7D | -0.6% | +0.6% | -1.3% | -0.8% |
| 30D | +2.3% | -2.1% | +4.5% | +3.0% |
| 3M | -2.8% | +2.6% | -5.5% | -3.8% |
| 6M | +9.6% | -6.8% | +16.4% | +11.7% |
| YTD | -9.9% | +6.9% | -16.8% | -12.4% |
| 1Y | +5.4% | +11.6% | -6.2% | +0.9% |
| 3Y | +115.3% | +47.7% | +67.6% | +85.0% |
| 5Y | +93.1% | +46.2% | +46.9% | +64.4% |
| All | +90.3% | +52.3% | +38.0% | +64.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling