+90.8%
FOXA vs FIVE
+116.4%
-25.5%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +5.1% | -8.5% | -4.5% |
| 7D | -4.0% | +4.3% | -8.2% | -4.9% |
| 30D | +12.0% | +12.5% | -0.5% | +9.1% |
| 3M | +0.3% | +31.2% | -31.0% | -5.4% |
| 6M | +12.5% | +14.4% | -1.9% | +8.1% |
| YTD | -9.6% | +33.9% | -43.5% | -16.2% |
| 1Y | +8.6% | +65.1% | -56.5% | -4.2% |
| 3Y | +118.5% | +49.0% | +69.6% | +87.7% |
| 5Y | +88.8% | +30.3% | +58.5% | +61.0% |
| All | +90.8% | +116.4% | -25.5% | +20.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling