+8.6%
FOXA vs FLR
+31.2%
-22.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.3% | -1.1% | -3.4% |
| 7D | -4.0% | +5.4% | -9.4% | -3.9% |
| 30D | +12.0% | +11.4% | +0.6% | +11.9% |
| 3M | +0.3% | +11.4% | -11.1% | +0.1% |
| 6M | +12.5% | +16.6% | -4.2% | +12.0% |
| YTD | -9.6% | +41.7% | -51.3% | -10.7% |
| 1Y | +8.6% | +35.4% | -26.8% | +5.5% |
| All | +8.6% | +31.2% | -22.6% | +5.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 1y: compounded portfolio wealth divided by compounded FLR 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…
1y analysis · Full analysis span regression · 6 months rolling