+2.7%
FOXA vs FN
-20.4%
+23.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +11.9% | -10.3% | +2.0% |
| 7D | +7.9% | +16.3% | -8.4% | +8.5% |
| 30D | +8.5% | -24.7% | +33.2% | +6.8% |
| 3M | +6.2% | -34.9% | +41.1% | +4.4% |
| 6M | +8.0% | -41.1% | +49.1% | +6.0% |
| YTD | -6.5% | -19.6% | +13.1% | -9.0% |
| All | +2.7% | -20.4% | +23.1% | +0.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling