+136.0%
FOXA vs FIVE
+42.1%
+94.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +5.6% | -4.0% | +1.0% |
| 7D | +7.9% | +6.2% | +1.7% | +7.1% |
| 30D | +8.5% | +18.2% | -9.7% | +6.5% |
| 3M | +6.2% | +3.8% | +2.3% | +5.6% |
| 6M | +8.0% | +13.7% | -5.7% | +6.1% |
| YTD | -6.5% | +34.7% | -41.2% | -10.0% |
| 1Y | +3.6% | +66.6% | -63.1% | -2.5% |
| 3Y | +136.0% | +44.3% | +91.7% | +106.2% |
| All | +136.0% | +42.1% | +94.0% | +106.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling