+12.3%
FOXA vs ROIV
+221.6%
-209.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +18.8% | -19.0% | +0.1% |
| 7D | -0.6% | +20.2% | -20.8% | -0.3% |
| 30D | +2.3% | +14.1% | -11.8% | +2.6% |
| 3M | -2.8% | +45.6% | -48.4% | -2.6% |
| 6M | +9.6% | +44.1% | -34.5% | +9.9% |
| YTD | -9.9% | +91.2% | -101.0% | -10.1% |
| All | +12.3% | +221.6% | -209.3% | +1.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 1y: compounded portfolio wealth divided by compounded ROIV 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…
1y analysis · Full analysis span regression · 6 months rolling