+86.3%
FOXA vs TRU
+22.7%
+63.6%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.8% | -1.3% | -1.9% |
| 7D | -5.4% | -6.5% | +1.1% | -3.5% |
| 30D | +1.1% | -2.5% | +3.6% | +1.8% |
| 3M | -6.1% | +10.4% | -16.5% | -9.5% |
| 6M | +8.2% | +1.6% | +6.6% | +6.4% |
| YTD | -11.8% | -9.7% | -2.1% | -10.6% |
| 1Y | +9.9% | -17.3% | +27.2% | +14.0% |
| 3Y | +110.7% | -1.8% | +112.6% | +96.1% |
| 5Y | +86.9% | -36.2% | +123.2% | +108.1% |
| All | +86.3% | +22.7% | +63.6% | +39.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling