+70.8%
FOX vs VT
+59.7%
+11.1%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.7% | +1.6% | +2.2% |
| 7D | +9.4% | -0.3% | +9.7% | +9.6% |
| 30D | +8.7% | -1.4% | +10.1% | +9.7% |
| 3M | +17.2% | -1.4% | +18.6% | +18.2% |
| 6M | +10.4% | +5.5% | +5.0% | +5.5% |
| YTD | -4.1% | +12.8% | -16.9% | -13.2% |
| 1Y | +7.1% | +15.4% | -8.4% | -4.9% |
| 3Y | +118.1% | +76.9% | +41.2% | +36.9% |
| All | +70.8% | +59.7% | +11.1% | +15.4% |
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