-22.6%
FPS vs FOXA
+5.8%
-28.4%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | +3.8% | -21.1% | -16.2% |
| 7D | -23.3% | +9.9% | -33.2% | -21.4% |
| 30D | -42.4% | +10.0% | -52.4% | -40.8% |
| 3M | -43.0% | +18.4% | -61.5% | -40.6% |
| 6M | -44.5% | +12.2% | -56.7% | -42.0% |
| All | -22.6% | +5.8% | -28.4% | -21.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FOXA.
Daily Out/Under-Performance
Portfolio return minus FOXA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FOXA 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 1y: compounded portfolio wealth divided by compounded FOXA 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…
1y analysis · Full analysis span regression · 6 months rolling