+99.6%
FOXA vs URI
+839.8%
-740.2%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -1.3% | +5.4% | +4.5% |
| 7D | +2.7% | +6.7% | -4.1% | +0.7% |
| 30D | +10.0% | +8.9% | +1.1% | +7.0% |
| 3M | +5.0% | +0.5% | +4.5% | +4.2% |
| 6M | +3.4% | +20.7% | -17.3% | -3.8% |
| YTD | -5.5% | +40.0% | -45.5% | -18.0% |
| 1Y | +5.5% | +34.4% | -28.9% | -7.4% |
| 3Y | +139.3% | +149.5% | -10.2% | +62.1% |
| 5Y | +77.2% | +205.6% | -128.4% | +6.7% |
| All | +99.6% | +839.8% | -740.2% | -33.1% |
Cumulative growth
Daily Returns
Daily percentage return beside URI.
Daily Out/Under-Performance
Portfolio return minus URI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URI 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 URI 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