+68.0%
FOX vs VT
+53.4%
+14.6%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -1.0% |
| 7D | +5.9% | -2.3% | +8.2% | +7.6% |
| 30D | +6.3% | -5.0% | +11.2% | +9.9% |
| 3M | +8.0% | -4.9% | +12.9% | +11.6% |
| 6M | +6.4% | -1.5% | +7.9% | +6.7% |
| YTD | -7.4% | +8.5% | -15.9% | -13.9% |
| 1Y | +1.3% | +11.4% | -10.1% | -7.8% |
| 3Y | +114.0% | +70.1% | +43.9% | +37.9% |
| All | +68.0% | +53.4% | +14.6% | +16.5% |
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