+90.3%
FOXA vs FTI
+420.9%
-330.7%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.1% | +1.8% | +0.1% |
| 7D | -0.6% | -0.2% | -0.4% | -0.6% |
| 30D | +2.3% | +12.3% | -10.0% | 0.0% |
| 3M | -2.8% | +13.8% | -16.6% | -5.6% |
| 6M | +9.6% | +24.3% | -14.7% | +4.3% |
| YTD | -9.9% | +75.8% | -85.7% | -20.2% |
| 1Y | +5.4% | +99.6% | -94.3% | -9.3% |
| 3Y | +115.3% | +278.4% | -163.2% | +59.2% |
| 5Y | +93.1% | +1,168.7% | -1,075.6% | +5.7% |
| All | +90.3% | +420.9% | -330.7% | +9.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling