+97.5%
FOXA vs FN
+554.6%
-457.2%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +11.9% | -10.3% | +0.3% |
| 7D | +7.9% | +16.3% | -8.4% | +5.9% |
| 30D | +8.5% | -24.7% | +33.2% | +11.1% |
| 3M | +6.2% | -34.9% | +41.1% | +9.9% |
| 6M | +8.0% | -41.1% | +49.1% | +11.7% |
| YTD | -6.5% | -19.6% | +13.1% | -9.7% |
| 1Y | +3.6% | -18.5% | +22.1% | -0.6% |
| 3Y | +136.0% | +119.1% | +16.9% | +75.6% |
| 5Y | +77.7% | +206.9% | -129.2% | +16.2% |
| All | +97.5% | +554.6% | -457.2% | -5.5% |
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