+13.3%
FOXA vs UL
-9.2%
+22.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.6% | +0.5% | +1.1% |
| 7D | +0.8% | -3.4% | +4.2% | +1.1% |
| 30D | +5.0% | +0.5% | +4.6% | +5.1% |
| 3M | -3.0% | +7.2% | -10.3% | -3.2% |
| 6M | +14.8% | -3.1% | +17.8% | +13.8% |
| YTD | -8.9% | -2.7% | -6.2% | -10.2% |
| 1Y | +13.3% | -10.2% | +23.6% | +14.7% |
| All | +13.3% | -9.2% | +22.5% | +14.7% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 1y: compounded portfolio wealth divided by compounded UL 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…
1y analysis · Full analysis span regression · 6 months rolling