+31.1%
USB vs FOXA
-0.1%
+31.2%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.3% | +3.0% | +0.1% |
| 7D | +1.2% | -2.9% | +4.1% | +1.6% |
| 30D | +6.3% | +5.1% | +1.2% | +5.6% |
| 3M | -6.1% | +4.7% | -10.8% | -6.6% |
| 6M | +13.0% | -0.2% | +13.2% | +13.4% |
| YTD | +16.6% | -9.2% | +25.8% | +21.4% |
| 1Y | +31.1% | -0.6% | +31.7% | +28.8% |
| All | +31.1% | -0.1% | +31.2% | +28.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling