+219.1%
TER vs FOXA
+89.1%
+130.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.3% | +4.5% | +4.3% |
| 7D | +11.0% | -0.6% | +11.6% | +11.1% |
| 30D | -1.9% | +2.3% | -4.2% | -2.8% |
| 3M | -0.7% | -2.8% | +2.2% | -0.9% |
| 6M | +36.4% | +9.6% | +26.8% | +27.2% |
| YTD | +92.4% | -9.9% | +102.3% | +97.5% |
| 1Y | +213.5% | +5.4% | +208.1% | +193.3% |
| 3Y | +277.2% | +115.3% | +162.0% | +138.2% |
| 5Y | +219.1% | +93.1% | +126.1% | +109.4% |
| All | +219.1% | +89.1% | +130.1% | +109.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling