+98.3%
FOXA vs URA
+249.0%
-150.7%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.5% | -0.6% | +0.6% |
| 7D | -2.4% | +2.9% | -5.3% | -3.0% |
| 30D | +8.6% | -10.8% | +19.4% | +10.7% |
| 3M | +9.9% | -25.5% | +35.4% | +15.4% |
| 6M | +0.8% | -41.2% | +42.0% | +10.4% |
| YTD | -6.1% | -21.3% | +15.2% | -5.1% |
| 1Y | +3.3% | -25.7% | +29.0% | +5.5% |
| 3Y | +133.5% | +43.1% | +90.4% | +91.4% |
| 5Y | +75.8% | +35.6% | +40.2% | +41.4% |
| All | +98.3% | +249.0% | -150.7% | -24.0% |
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