+84.8%
FOXA vs FGI
-68.3%
+153.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.9% | -5.0% | +0.8% |
| 7D | -2.4% | +6.9% | -9.3% | -2.5% |
| 30D | +8.6% | +3.9% | +4.7% | +8.5% |
| 3M | +9.9% | +74.3% | -64.4% | +8.3% |
| 6M | +0.8% | +28.9% | -28.1% | -0.5% |
| YTD | -6.1% | +39.1% | -45.2% | -7.6% |
| 1Y | +3.3% | +49.3% | -46.1% | +1.6% |
| 3Y | +133.5% | +5.7% | +127.8% | +130.2% |
| All | +84.8% | -68.3% | +153.0% | +87.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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