+93.0%
FOXA vs FND
-62.8%
+155.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.5% | +3.6% | +2.3% |
| 7D | -3.7% | -5.1% | +1.3% | -2.9% |
| 30D | +5.4% | -22.5% | +27.9% | +9.8% |
| 3M | -3.7% | -5.0% | +1.3% | -3.5% |
| 6M | +12.6% | -21.5% | +34.1% | +15.9% |
| YTD | -10.0% | -23.0% | +13.1% | -7.4% |
| 1Y | +15.0% | -44.9% | +59.9% | +25.5% |
| 3Y | +115.1% | -50.0% | +165.1% | +130.1% |
| 5Y | +93.0% | -63.3% | +156.4% | +105.1% |
| All | +93.0% | -62.8% | +155.8% | +105.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling