+277.2%
TER vs FOXA
+118.5%
+158.8%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.3% | +4.5% | +4.3% |
| 7D | +11.0% | -0.6% | +11.6% | +11.0% |
| 30D | -1.9% | +2.3% | -4.2% | -2.4% |
| 3M | -0.7% | -2.8% | +2.2% | +0.4% |
| 6M | +36.4% | +9.6% | +26.8% | +30.3% |
| YTD | +92.4% | -9.9% | +102.3% | +101.6% |
| 1Y | +213.5% | +5.4% | +208.1% | +199.6% |
| 3Y | +277.2% | +115.3% | +162.0% | +162.3% |
| All | +277.2% | +118.5% | +158.8% | +162.3% |
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