+93.1%
FOXA vs RVMD
+576.1%
-482.9%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +1.0% | +1.1% |
| 7D | +0.8% | -3.0% | +3.8% | +1.0% |
| 30D | +5.0% | -0.7% | +5.8% | +5.0% |
| 3M | -3.0% | +36.5% | -39.6% | -5.9% |
| 6M | +14.8% | +104.6% | -89.8% | +6.2% |
| YTD | -8.9% | +155.8% | -164.7% | -18.4% |
| 1Y | +13.3% | +340.7% | -327.4% | -4.8% |
| 3Y | +115.4% | +519.9% | -404.5% | +68.9% |
| All | +93.1% | +576.1% | -482.9% | +43.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 RVMD 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