+13.3%
FOXA vs FLR
+31.4%
-18.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.2% | 0.0% | +1.2% |
| 7D | +0.8% | -3.5% | +4.3% | +0.8% |
| 30D | +5.0% | +4.2% | +0.9% | +5.1% |
| 3M | -3.0% | +8.1% | -11.1% | -3.2% |
| 6M | +14.8% | +21.5% | -6.8% | +13.8% |
| YTD | -8.9% | +36.8% | -45.7% | -10.2% |
| 1Y | +13.3% | +31.2% | -17.9% | +9.6% |
| All | +13.3% | +31.4% | -18.1% | +9.6% |
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