+129.8%
FOXA vs FN
+111.9%
+17.9%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -4.1% | +0.8% | -3.2% |
| 7D | -2.9% | +20.8% | -23.7% | -3.3% |
| 30D | +5.1% | -17.3% | +22.4% | +5.3% |
| 3M | +4.7% | -38.1% | +42.8% | +5.6% |
| 6M | -0.2% | -44.2% | +44.0% | +0.6% |
| YTD | -9.2% | -22.3% | +13.1% | -11.1% |
| 1Y | -0.6% | -20.9% | +20.4% | -2.9% |
| All | +129.8% | +111.9% | +17.9% | +88.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling