+60.6%
USB vs FOXA
+97.4%
-36.8%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.8% | +0.7% | -0.8% |
| 7D | -1.5% | +4.9% | -6.4% | -3.8% |
| 30D | +4.3% | +9.0% | -4.7% | -0.2% |
| 3M | -6.1% | +15.8% | -21.9% | -13.1% |
| 6M | +9.4% | +9.2% | +0.2% | +1.8% |
| YTD | +15.2% | -6.5% | +21.7% | +15.5% |
| 1Y | +32.8% | +5.4% | +27.3% | +24.9% |
| 3Y | +91.3% | +120.1% | -28.8% | +18.8% |
| 5Y | +22.7% | +73.6% | -51.0% | -15.2% |
| All | +60.6% | +97.4% | -36.8% | -12.6% |
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