+65.4%
IEFA vs FOXA
+117.6%
-52.2%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.2% | -0.2% | +0.9% |
| 7D | -1.6% | +0.8% | -2.4% | -1.7% |
| 30D | -1.5% | +5.0% | -6.5% | -2.1% |
| 3M | +3.4% | -3.0% | +6.4% | +3.6% |
| 6M | +9.5% | +14.8% | -5.3% | +6.5% |
| YTD | +13.0% | -8.9% | +22.0% | +14.7% |
| 1Y | +18.0% | +13.3% | +4.7% | +14.3% |
| 3Y | +65.4% | +115.4% | -50.0% | +38.1% |
| All | +65.4% | +117.6% | -52.2% | +38.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling