+90.3%
FOXA vs UL
+35.2%
+55.1%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | 0.0% |
| 7D | -0.6% | -1.3% | +0.7% | -0.2% |
| 30D | +2.3% | +0.9% | +1.4% | +2.0% |
| 3M | -2.8% | +14.2% | -17.1% | -6.9% |
| 6M | +9.6% | -3.2% | +12.8% | +10.3% |
| YTD | -9.9% | -0.3% | -9.6% | -10.5% |
| 1Y | +5.4% | -8.8% | +14.1% | +7.6% |
| 3Y | +115.3% | +23.9% | +91.4% | +93.8% |
| 5Y | +93.1% | +21.4% | +71.7% | +73.1% |
| All | +90.3% | +35.2% | +55.1% | +34.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling