+92.4%
FOXA vs FND
+18.4%
+74.0%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.0% | +0.2% | +0.9% |
| 7D | +0.8% | -5.8% | +6.5% | +2.1% |
| 30D | +5.0% | -20.2% | +25.3% | +10.1% |
| 3M | -3.0% | -12.0% | +8.9% | -1.0% |
| 6M | +14.8% | -18.5% | +33.3% | +18.1% |
| YTD | -8.9% | -22.3% | +13.3% | -5.9% |
| 1Y | +13.3% | -47.6% | +61.0% | +27.9% |
| 3Y | +115.4% | -49.8% | +165.2% | +135.0% |
| 5Y | +95.3% | -63.0% | +158.2% | +119.5% |
| All | +92.4% | +18.4% | +74.0% | +30.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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