+90.8%
FOXA vs REPL
+35.1%
+55.7%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.6% | -1.7% | -3.4% |
| 7D | -4.0% | -3.0% | -1.0% | -3.9% |
| 30D | +12.0% | +27.1% | -15.2% | +11.4% |
| 3M | +0.3% | +52.4% | -52.1% | -1.4% |
| 6M | +12.5% | +107.4% | -95.0% | +7.0% |
| YTD | -9.6% | +54.7% | -64.4% | -13.3% |
| 1Y | +8.6% | +158.9% | -150.3% | +0.2% |
| 3Y | +118.5% | -23.7% | +142.3% | +97.0% |
| 5Y | +88.8% | -54.3% | +143.1% | +73.3% |
| All | +90.8% | +35.1% | +55.7% | +40.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling