+22.0%
USB vs FOXA
+70.7%
-48.7%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | +0.1% |
| 7D | 0.0% | +5.4% | -5.4% | -2.3% |
| 30D | +5.8% | +6.3% | -0.4% | +3.0% |
| 3M | -6.0% | +8.3% | -14.3% | -9.5% |
| 6M | +7.8% | +7.6% | +0.2% | +1.9% |
| YTD | +14.6% | -7.9% | +22.5% | +16.6% |
| 1Y | +31.8% | +2.4% | +29.4% | +26.9% |
| 3Y | +91.5% | +120.3% | -28.8% | +19.0% |
| All | +22.0% | +70.7% | -48.7% | -15.8% |
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 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