+6.9%
FPS vs FOXA
-3.0%
+9.8%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.1% | -2.0% | -4.3% |
| 7D | +5.3% | -5.4% | +10.8% | +4.6% |
| 30D | -17.6% | +1.1% | -18.7% | -17.2% |
| 3M | -45.8% | -6.1% | -39.7% | -44.7% |
| 6M | -10.1% | +8.2% | -18.4% | -7.6% |
| All | +6.9% | -3.0% | +9.8% | +6.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling