+51.0%
UAL vs FOXA
+96.5%
-45.5%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.5% |
| 7D | +12.5% | +0.4% | +12.0% | +12.4% |
| 30D | +12.2% | +7.9% | +4.2% | +6.3% |
| 3M | -2.6% | +6.7% | -9.3% | -7.8% |
| 6M | +21.1% | +7.5% | +13.6% | +9.4% |
| YTD | +7.8% | -6.9% | +14.8% | +7.3% |
| 1Y | +25.4% | +2.2% | +23.2% | +15.9% |
| 3Y | +217.3% | +131.4% | +85.9% | +56.2% |
| 5Y | +132.9% | +76.2% | +56.7% | +39.1% |
| All | +51.0% | +96.5% | -45.5% | -30.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FOXA.
Daily Out/Under-Performance
Portfolio return minus FOXA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FOXA 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 FOXA 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