-34.5%
UPS vs FOXA
+90.4%
-124.9%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.1% | -1.3% | +0.3% |
| 7D | -3.4% | -3.7% | +0.3% | -2.6% |
| 30D | -2.7% | +5.4% | -8.1% | -4.0% |
| 3M | -1.6% | -3.7% | +2.1% | -1.3% |
| 6M | +2.3% | +12.6% | -10.2% | -1.8% |
| YTD | +5.6% | -10.0% | +15.5% | +7.5% |
| 1Y | +27.1% | +15.0% | +12.0% | +19.8% |
| 3Y | -26.3% | +115.1% | -141.4% | -43.5% |
| 5Y | -34.5% | +93.0% | -127.5% | -49.2% |
| All | -34.5% | +90.4% | -124.9% | -49.2% |
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 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