+148.1%
FOXA vs ROIV
+292.3%
-144.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.3% | -1.8% | -0.5% |
| 7D | +0.4% | +14.3% | -13.9% | -0.3% |
| 30D | +7.9% | +16.2% | -8.3% | +7.1% |
| 3M | +6.7% | +15.1% | -8.4% | +5.7% |
| 6M | +7.5% | +44.2% | -36.7% | +5.1% |
| YTD | -6.9% | +89.8% | -96.8% | -10.7% |
| 1Y | +2.2% | +94.6% | -92.4% | -2.1% |
| 3Y | +131.4% | +367.5% | -236.1% | +109.8% |
| 5Y | +76.2% | +421.4% | -345.2% | +51.6% |
| All | +148.1% | +292.3% | -144.2% | +102.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling