+587.7%
TER vs FOXA
+91.7%
+496.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.3% | +2.6% | +0.4% |
| 7D | +24.0% | -2.9% | +26.9% | +25.3% |
| 30D | -30.6% | +5.1% | -35.8% | -32.0% |
| 3M | -34.5% | +4.7% | -39.2% | -36.1% |
| 6M | -26.4% | -0.2% | -26.1% | -28.6% |
| YTD | +36.4% | -9.2% | +45.7% | +36.7% |
| 1Y | +47.4% | -0.6% | +48.0% | +41.6% |
| 3Y | +202.6% | +125.7% | +76.9% | +102.0% |
| 5Y | +83.9% | +70.2% | +13.7% | +36.1% |
| All | +587.7% | +91.7% | +496.1% | +315.2% |
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