+112.9%
FOXA vs FLR
+52.3%
+60.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.3% | +4.4% | +2.3% |
| 7D | -3.7% | -6.9% | +3.1% | -3.2% |
| 30D | +5.4% | +1.1% | +4.2% | +5.2% |
| 3M | -3.7% | +14.3% | -18.0% | -5.4% |
| 6M | +12.6% | +19.1% | -6.5% | +9.5% |
| YTD | -10.0% | +35.1% | -45.1% | -13.9% |
| 1Y | +15.0% | +29.5% | -14.4% | +10.0% |
| All | +112.9% | +52.3% | +60.6% | +77.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling