+48.2%
UAL vs FOXA
+98.3%
-50.1%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.9% | -2.7% | -2.4% |
| 7D | +2.3% | -2.4% | +4.7% | +3.9% |
| 30D | +13.3% | +8.6% | +4.7% | +6.9% |
| 3M | -6.3% | +9.9% | -16.2% | -13.0% |
| 6M | +22.5% | +0.8% | +21.7% | +16.7% |
| YTD | +5.9% | -6.1% | +12.0% | +4.7% |
| 1Y | +24.7% | +3.3% | +21.4% | +14.5% |
| 3Y | +211.6% | +133.5% | +78.1% | +52.4% |
| 5Y | +130.6% | +75.8% | +54.7% | +38.1% |
| All | +48.2% | +98.3% | -50.1% | -31.9% |
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