+70.8%
FOX vs VT
+142.4%
-71.7%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -4.1% | +1.4% | +0.7% |
| 7D | +4.8% | -4.2% | +9.0% | +8.5% |
| 30D | +7.9% | -5.8% | +13.7% | +13.2% |
| 3M | +15.5% | -5.2% | +20.7% | +20.4% |
| 6M | +7.8% | +0.1% | +7.7% | +6.6% |
| YTD | -6.7% | +8.2% | -14.9% | -14.0% |
| 1Y | +3.9% | +10.1% | -6.3% | -5.9% |
| 3Y | +112.3% | +69.7% | +42.7% | +30.0% |
| 5Y | +66.3% | +53.4% | +12.9% | +11.2% |
| All | +70.8% | +142.4% | -71.7% | -28.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 10y: compounded portfolio wealth divided by compounded VT 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…
10y analysis · Full analysis span regression · 6 months rolling