+115.4%
FOXA vs USFR
+14.1%
+101.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.1% | +1.1% | +1.0% |
| 7D | +0.8% | +0.1% | +0.7% | +0.6% |
| 30D | +5.0% | +0.4% | +4.7% | +4.5% |
| 3M | -3.0% | +1.0% | -4.1% | -4.5% |
| 6M | +14.8% | +2.0% | +12.8% | +12.5% |
| YTD | -8.9% | +2.8% | -11.7% | -11.3% |
| 1Y | +13.3% | +4.1% | +9.2% | +8.8% |
| 3Y | +115.4% | +14.1% | +101.3% | +81.7% |
| All | +115.4% | +14.1% | +101.3% | +81.7% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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