+112.9%
FOXA vs UL
+19.9%
+93.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.4% | +3.4% | +2.2% |
| 7D | -3.7% | -4.1% | +0.3% | -3.3% |
| 30D | +5.4% | -1.2% | +6.5% | +5.5% |
| 3M | -3.7% | +6.0% | -9.7% | -4.2% |
| 6M | +12.6% | -5.5% | +18.0% | +12.8% |
| YTD | -10.0% | -3.3% | -6.6% | -10.2% |
| 1Y | +15.0% | -9.8% | +24.8% | +15.6% |
| All | +112.9% | +19.9% | +93.0% | +98.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling