+92.4%
FOXA vs FLR
+50.5%
+41.9%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.2% | 0.0% | +1.0% |
| 7D | +0.8% | -3.5% | +4.3% | +1.3% |
| 30D | +5.0% | +4.2% | +0.9% | +4.3% |
| 3M | -3.0% | +8.1% | -11.1% | -4.7% |
| 6M | +14.8% | +21.5% | -6.8% | +10.1% |
| YTD | -8.9% | +36.8% | -45.7% | -14.4% |
| 1Y | +13.3% | +31.2% | -17.9% | +6.7% |
| 3Y | +115.4% | +53.9% | +61.5% | +91.1% |
| 5Y | +95.3% | +243.0% | -147.8% | +49.6% |
| All | +92.4% | +50.5% | +41.9% | +53.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling