+120.3%
FOXA vs ROIV
+314.9%
-194.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +6.2% | -7.7% | -2.0% |
| 7D | +5.4% | +5.3% | 0.0% | +5.0% |
| 30D | +6.3% | +11.9% | -5.6% | +5.4% |
| 3M | +8.3% | +10.7% | -2.4% | +7.3% |
| 6M | +7.6% | +34.9% | -27.3% | +4.4% |
| YTD | -7.9% | +79.2% | -87.1% | -14.0% |
| 1Y | +2.4% | +89.0% | -86.7% | -5.4% |
| 3Y | +120.3% | +337.3% | -217.0% | +70.2% |
| All | +120.3% | +314.9% | -194.6% | +70.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling