+63.1%
USB vs FOXA
+98.3%
-35.2%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | -0.5% |
| 7D | -0.5% | -2.4% | +1.9% | +0.6% |
| 30D | +5.7% | +8.6% | -2.9% | +1.4% |
| 3M | -4.7% | +9.9% | -14.6% | -9.4% |
| 6M | +13.4% | +0.8% | +12.6% | +10.3% |
| YTD | +17.0% | -6.1% | +23.1% | +17.1% |
| 1Y | +32.4% | +3.3% | +29.1% | +25.9% |
| 3Y | +101.7% | +133.5% | -31.8% | +21.4% |
| 5Y | +24.4% | +75.8% | -51.4% | -14.5% |
| All | +63.1% | +98.3% | -35.2% | -11.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling