+8.9%
FOXA vs FTI
+57.1%
-48.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -3.4% | +7.2% | +3.6% |
| 7D | +9.9% | -9.7% | +19.5% | +9.3% |
| 30D | +10.0% | -8.2% | +18.2% | +9.5% |
| 3M | +18.4% | -7.8% | +26.2% | +17.9% |
| 6M | +12.2% | -13.4% | +25.6% | +12.2% |
| YTD | -3.8% | +45.1% | -48.8% | -8.8% |
| 1Y | +8.9% | +54.6% | -45.6% | +2.8% |
| All | +8.9% | +57.1% | -48.2% | +2.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 FTI 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