+115.0%
UMC vs FOXA
+11.1%
+104.0%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +3.8% | -5.9% | -0.9% |
| 7D | -14.7% | +9.9% | -24.5% | -12.1% |
| 30D | -32.9% | +10.0% | -42.8% | -30.8% |
| 3M | -22.2% | +18.4% | -40.6% | -17.7% |
| 6M | +25.9% | +12.2% | +13.7% | +33.5% |
| YTD | +107.9% | -3.8% | +111.7% | +101.5% |
| 1Y | +115.0% | +8.9% | +106.1% | +119.0% |
| All | +115.0% | +11.1% | +104.0% | +119.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling