+98.3%
USB vs FOXA
+119.1%
-20.8%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.4% | +3.1% | +0.9% |
| 7D | +1.4% | -4.0% | +5.4% | +2.8% |
| 30D | -1.3% | +12.0% | -13.3% | -5.4% |
| 3M | +15.2% | +0.3% | +15.0% | +14.2% |
| 6M | +18.8% | +12.5% | +6.4% | +10.7% |
| YTD | +21.0% | -9.6% | +30.6% | +25.3% |
| 1Y | +34.0% | +8.6% | +25.4% | +25.1% |
| All | +98.3% | +119.1% | -20.8% | +18.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling