+90.3%
FOXA vs FND
+19.8%
+70.5%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.6% | +4.3% | +0.7% |
| 7D | -0.6% | +0.4% | -1.0% | -0.8% |
| 30D | +2.3% | -23.6% | +25.9% | +8.2% |
| 3M | -2.8% | +4.3% | -7.2% | -4.6% |
| 6M | +9.6% | -20.3% | +29.9% | +13.4% |
| YTD | -9.9% | -21.3% | +11.4% | -7.1% |
| 1Y | +5.4% | -45.4% | +50.7% | +17.8% |
| 3Y | +115.3% | -48.9% | +164.1% | +133.9% |
| 5Y | +93.1% | -61.0% | +154.1% | +113.9% |
| All | +90.3% | +19.8% | +70.5% | +28.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling