+68.7%
USB vs FOXA
+90.8%
-22.1%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.4% | +3.1% | +1.3% |
| 7D | +1.4% | -4.0% | +5.4% | +3.4% |
| 30D | -1.3% | +12.0% | -13.3% | -6.9% |
| 3M | +15.2% | +0.3% | +15.0% | +13.0% |
| 6M | +18.8% | +12.5% | +6.4% | +8.9% |
| YTD | +21.0% | -9.6% | +30.6% | +23.8% |
| 1Y | +34.0% | +8.6% | +25.4% | +23.5% |
| 3Y | +95.3% | +118.5% | -23.2% | +22.0% |
| 5Y | +40.4% | +88.8% | -48.4% | -7.2% |
| All | +68.7% | +90.8% | -22.1% | -6.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling