+144.1%
UMC vs FOXA
+93.7%
+50.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.2% | +1.2% | +2.1% |
| 7D | +9.0% | +0.8% | +8.2% | +8.8% |
| 30D | +17.2% | +5.0% | +12.2% | +15.8% |
| 3M | +11.4% | -3.0% | +14.4% | +11.7% |
| 6M | +137.5% | +14.8% | +122.7% | +124.8% |
| YTD | +193.1% | -8.9% | +202.0% | +198.7% |
| 1Y | +240.3% | +13.3% | +227.0% | +218.0% |
| 3Y | +262.2% | +115.4% | +146.8% | +157.3% |
| All | +144.1% | +93.7% | +50.5% | +71.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling