+90.3%
FOXA vs FLR
+57.2%
+33.1%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.4% |
| 7D | -0.6% | +0.7% | -1.3% | -0.7% |
| 30D | +2.3% | -0.7% | +3.0% | +2.3% |
| 3M | -2.8% | +14.3% | -17.2% | -5.4% |
| 6M | +9.6% | +25.6% | -16.0% | +4.6% |
| YTD | -9.9% | +42.9% | -52.8% | -15.8% |
| 1Y | +5.4% | +38.7% | -33.4% | -1.6% |
| 3Y | +115.3% | +61.8% | +53.5% | +89.7% |
| 5Y | +93.1% | +254.1% | -161.0% | +47.3% |
| All | +90.3% | +57.2% | +33.1% | +51.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling