+240.3%
UMC vs FOXA
+16.6%
+223.7%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.2% | +1.2% | +2.6% |
| 7D | +9.0% | +0.8% | +8.2% | +9.2% |
| 30D | +17.2% | +5.0% | +12.2% | +18.7% |
| 3M | +11.4% | -3.0% | +14.4% | +14.8% |
| 6M | +137.5% | +14.8% | +122.7% | +145.8% |
| YTD | +193.1% | -8.9% | +202.0% | +198.9% |
| 1Y | +240.3% | +13.3% | +227.0% | +229.1% |
| All | +240.3% | +16.6% | +223.7% | +229.1% |
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