+90.9%
FOXA vs URA
+135.9%
-44.9%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.1% | -3.4% | -0.7% |
| 7D | -0.6% | +8.1% | -8.7% | -1.6% |
| 30D | +2.3% | +5.8% | -3.4% | +1.5% |
| 3M | -2.8% | +3.4% | -6.3% | -3.6% |
| 6M | +9.6% | -2.6% | +12.2% | +9.2% |
| YTD | -9.9% | +11.2% | -21.1% | -12.6% |
| 1Y | +5.4% | +19.8% | -14.5% | +0.2% |
| 3Y | +115.3% | +121.5% | -6.2% | +78.2% |
| All | +90.9% | +135.9% | -44.9% | +52.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling