+93.1%
FOXA vs INDA
+5.7%
+87.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.0% | +0.2% | +0.8% |
| 7D | +0.8% | -2.7% | +3.5% | +1.9% |
| 30D | +5.0% | -2.8% | +7.8% | +6.2% |
| 3M | -3.0% | +1.6% | -4.7% | -3.8% |
| 6M | +14.8% | -1.4% | +16.2% | +15.0% |
| YTD | -8.9% | -10.1% | +1.2% | -4.7% |
| 1Y | +13.3% | -8.8% | +22.1% | +17.5% |
| 3Y | +115.4% | +7.6% | +107.8% | +100.7% |
| All | +93.1% | +5.7% | +87.5% | +80.1% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 INDA 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