+92.4%
FOXA vs FTV
+8.7%
+83.7%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.3% | +0.8% | +1.0% |
| 7D | +0.8% | -4.0% | +4.7% | +2.6% |
| 30D | +5.0% | -11.0% | +16.1% | +10.6% |
| 3M | -3.0% | -8.4% | +5.4% | +0.3% |
| 6M | +14.8% | -2.6% | +17.3% | +15.0% |
| YTD | -8.9% | -0.6% | -8.3% | -10.2% |
| 1Y | +13.3% | +11.0% | +2.4% | +5.9% |
| 3Y | +115.4% | -6.3% | +121.8% | +113.6% |
| 5Y | +95.3% | -1.5% | +96.8% | +85.0% |
| All | +92.4% | +8.7% | +83.7% | +42.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 10y: compounded portfolio wealth divided by compounded FTV 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…
10y analysis · Full analysis span regression · 6 months rolling