+96.5%
FOXA vs FIVE
+117.5%
-21.0%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.5% |
| 7D | +0.4% | +7.3% | -6.9% | -1.1% |
| 30D | +7.9% | +18.1% | -10.1% | +4.2% |
| 3M | +6.7% | +7.7% | -1.0% | +4.7% |
| 6M | +7.5% | +13.6% | -6.1% | +3.7% |
| YTD | -6.9% | +34.6% | -41.5% | -13.9% |
| 1Y | +2.2% | +66.2% | -64.0% | -9.8% |
| 3Y | +131.4% | +43.5% | +87.9% | +100.9% |
| 5Y | +76.2% | +20.7% | +55.6% | +54.3% |
| All | +96.5% | +117.5% | -21.0% | +23.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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