+90.1%
FOXA vs URI
+725.1%
-635.0%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -3.9% | +5.9% | +3.2% |
| 7D | -3.7% | -0.5% | -3.3% | -3.7% |
| 30D | +5.4% | -13.4% | +18.7% | +9.7% |
| 3M | -3.7% | -6.2% | +2.5% | -2.8% |
| 6M | +12.6% | +28.0% | -15.4% | +1.6% |
| YTD | -10.0% | +23.0% | -32.9% | -18.5% |
| 1Y | +15.0% | +5.5% | +9.5% | +9.0% |
| 3Y | +115.1% | +119.2% | -4.1% | +51.5% |
| 5Y | +93.0% | +201.0% | -108.0% | +15.7% |
| All | +90.1% | +725.1% | -635.0% | -33.5% |
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