+115.3%
FOXA vs REPL
-24.7%
+139.9%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.8% | +1.5% | -0.3% |
| 7D | -0.6% | -5.7% | +5.1% | -0.7% |
| 30D | +2.3% | +22.5% | -20.1% | +2.5% |
| 3M | -2.8% | +64.7% | -67.5% | -2.2% |
| 6M | +9.6% | +83.0% | -73.4% | +10.7% |
| YTD | -9.9% | +52.0% | -61.8% | -8.9% |
| 1Y | +5.4% | +144.5% | -139.2% | +6.1% |
| 3Y | +115.3% | -25.1% | +140.3% | +125.3% |
| All | +115.3% | -24.7% | +139.9% | +125.3% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 3y: compounded portfolio wealth divided by compounded REPL 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…
3y analysis · Full analysis span regression · 6 months rolling