+93.0%
FOXA vs FTI
+1,109.5%
-1,016.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.9% | +4.9% | +2.5% |
| 7D | -3.7% | -5.6% | +1.9% | -2.9% |
| 30D | +5.4% | +0.4% | +4.9% | +5.3% |
| 3M | -3.7% | +8.1% | -11.8% | -5.2% |
| 6M | +12.6% | +16.7% | -4.1% | +9.1% |
| YTD | -10.0% | +70.0% | -79.9% | -18.5% |
| 1Y | +15.0% | +85.4% | -70.4% | +2.4% |
| 3Y | +115.1% | +265.9% | -150.8% | +66.9% |
| 5Y | +93.0% | +1,072.7% | -979.7% | +14.0% |
| All | +93.0% | +1,109.5% | -1,016.5% | +14.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling