+262.2%
UMC vs FOXA
+117.6%
+144.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.2% | +1.2% | +2.3% |
| 7D | +9.0% | +0.8% | +8.2% | +9.0% |
| 30D | +17.2% | +5.0% | +12.2% | +16.9% |
| 3M | +11.4% | -3.0% | +14.4% | +12.9% |
| 6M | +137.5% | +14.8% | +122.7% | +132.3% |
| YTD | +193.1% | -8.9% | +202.0% | +201.2% |
| 1Y | +240.3% | +13.3% | +227.0% | +227.4% |
| 3Y | +262.2% | +115.4% | +146.8% | +203.2% |
| All | +262.2% | +117.6% | +144.6% | +203.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling