+90.3%
FOXA vs FN
+644.7%
-554.5%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.2% | -2.5% | -0.5% |
| 7D | -0.6% | +3.5% | -4.2% | -1.0% |
| 30D | +2.3% | -26.0% | +28.3% | +5.5% |
| 3M | -2.8% | -33.3% | +30.4% | +0.6% |
| 6M | +9.6% | -14.9% | +24.5% | +7.9% |
| YTD | -9.9% | -8.6% | -1.3% | -13.3% |
| 1Y | +5.4% | +12.3% | -6.9% | -2.8% |
| 3Y | +115.3% | +174.4% | -59.1% | +55.5% |
| 5Y | +93.1% | +296.4% | -203.3% | +20.6% |
| All | +90.3% | +644.7% | -554.5% | -9.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 FN 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