+69.4%
FOX vs VT
+143.0%
-73.6%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -1.0% |
| 7D | +5.9% | -2.3% | +8.2% | +7.9% |
| 30D | +6.3% | -5.0% | +11.2% | +10.7% |
| 3M | +8.0% | -4.9% | +12.9% | +12.3% |
| 6M | +6.4% | -1.5% | +7.9% | +6.7% |
| YTD | -7.4% | +8.5% | -15.9% | -14.9% |
| 1Y | +1.3% | +11.4% | -10.1% | -9.1% |
| 3Y | +114.0% | +70.1% | +43.9% | +30.7% |
| 5Y | +64.9% | +53.7% | +11.2% | +10.1% |
| All | +69.4% | +143.0% | -73.6% | -29.3% |
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