+120.3%
FOXA vs URI
+138.8%
-18.4%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.1% | -2.7% | -1.7% |
| 7D | +5.4% | -9.8% | +15.2% | +6.7% |
| 30D | +6.3% | +1.7% | +4.5% | +5.9% |
| 3M | +8.3% | -9.1% | +17.4% | +9.5% |
| 6M | +7.6% | +9.9% | -2.3% | +5.2% |
| YTD | -7.9% | +31.2% | -39.2% | -13.8% |
| 1Y | +2.4% | +25.9% | -23.6% | -3.3% |
| 3Y | +120.3% | +147.4% | -27.0% | +65.8% |
| All | +120.3% | +138.8% | -18.4% | +65.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling