+83.7%
FOX vs VT
+66.2%
+17.5%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | 0.0% | -3.4% | -3.4% |
| 7D | -4.3% | +0.4% | -4.7% | -4.5% |
| 30D | +12.5% | +1.0% | +11.5% | +11.7% |
| 3M | 0.0% | +2.4% | -2.4% | -2.1% |
| 6M | +10.3% | +12.0% | -1.7% | +0.8% |
| YTD | -9.1% | +15.3% | -24.4% | -18.9% |
| 1Y | +6.7% | +22.6% | -15.9% | -9.4% |
| 3Y | +111.0% | +74.7% | +36.3% | +34.1% |
| All | +83.7% | +66.2% | +17.5% | +21.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling