+90.1%
FOXA vs URA
+366.9%
-276.7%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -4.0% | +6.0% | +2.8% |
| 7D | -3.7% | -1.5% | -2.2% | -3.5% |
| 30D | +5.4% | -0.4% | +5.7% | +5.2% |
| 3M | -3.7% | +6.3% | -10.0% | -5.7% |
| 6M | +12.6% | -14.0% | +26.5% | +14.4% |
| YTD | -10.0% | +5.3% | -15.3% | -13.5% |
| 1Y | +15.0% | +11.7% | +3.4% | +7.6% |
| 3Y | +115.1% | +109.8% | +5.3% | +62.4% |
| 5Y | +93.0% | +108.0% | -14.9% | +37.7% |
| All | +90.1% | +366.9% | -276.7% | -30.8% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 10y: compounded portfolio wealth divided by compounded URA 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…
10y analysis · Full analysis span regression · 6 months rolling