+81.1%
FOXA vs FGI
-70.6%
+151.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.7% | -1.5% |
| 7D | +5.4% | -7.0% | +12.3% | +5.5% |
| 30D | +6.3% | -4.2% | +10.5% | +6.3% |
| 3M | +8.3% | +55.6% | -47.3% | +6.9% |
| 6M | +7.6% | -3.2% | +10.8% | +6.3% |
| YTD | -7.9% | +29.1% | -37.1% | -9.4% |
| 1Y | +2.4% | +51.0% | -48.6% | +0.8% |
| 3Y | +120.3% | +1.5% | +118.8% | +117.1% |
| All | +81.1% | -70.6% | +151.7% | +83.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling