+115.3%
FOXA vs ROIV
+253.6%
-138.4%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +18.8% | -19.0% | -1.4% |
| 7D | -0.6% | +20.2% | -20.8% | -1.8% |
| 30D | +2.3% | +14.1% | -11.8% | +1.4% |
| 3M | -2.8% | +45.6% | -48.4% | -5.5% |
| 6M | +9.6% | +44.1% | -34.5% | +6.4% |
| YTD | -9.9% | +91.2% | -101.0% | -15.0% |
| 1Y | +5.4% | +221.3% | -215.9% | -6.9% |
| 3Y | +115.3% | +229.2% | -113.9% | +81.9% |
| All | +115.3% | +253.6% | -138.4% | +81.9% |
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