+115.4%
FOXA vs TRU
-1.3%
+116.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.0% | +0.2% | +1.0% |
| 7D | +0.8% | -2.7% | +3.5% | +1.3% |
| 30D | +5.0% | -2.0% | +7.1% | +5.4% |
| 3M | -3.0% | +18.4% | -21.5% | -6.3% |
| 6M | +14.8% | +8.9% | +5.9% | +12.3% |
| YTD | -8.9% | -8.9% | 0.0% | -8.1% |
| 1Y | +13.3% | -15.9% | +29.2% | +16.0% |
| 3Y | +115.4% | -1.1% | +116.5% | +112.1% |
| All | +115.4% | -1.3% | +116.7% | +112.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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