+9.9%
FOXA vs URA
+18.3%
-8.4%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.3% | -0.8% | -2.1% |
| 7D | -5.4% | +5.7% | -11.2% | -5.5% |
| 30D | +1.1% | +5.6% | -4.4% | +1.1% |
| 3M | -6.1% | +6.2% | -12.3% | -6.2% |
| 6M | +8.2% | -8.2% | +16.5% | +9.3% |
| YTD | -11.8% | +9.7% | -21.5% | -11.9% |
| 1Y | +9.9% | +17.0% | -7.1% | +5.6% |
| All | +9.9% | +18.3% | -8.4% | +5.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling