+1,681.0%
UMC vs FOXA
+86.3%
+1,594.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.1% | +6.1% | +4.4% |
| 7D | +13.6% | -5.4% | +19.0% | +14.9% |
| 30D | +20.8% | +1.1% | +19.6% | +20.2% |
| 3M | +16.1% | -6.1% | +22.3% | +16.7% |
| 6M | +137.3% | +8.2% | +129.1% | +129.2% |
| YTD | +193.8% | -11.8% | +205.5% | +198.3% |
| 1Y | +236.1% | +9.9% | +226.2% | +220.0% |
| 3Y | +267.1% | +110.7% | +156.4% | +189.2% |
| 5Y | +145.3% | +86.9% | +58.3% | +97.6% |
| All | +1,681.0% | +86.3% | +1,594.7% | +1,199.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling