+92.4%
FOXA vs VCLT
+11.0%
+81.3%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.1% | +1.2% |
| 7D | +0.8% | -1.4% | +2.1% | +1.1% |
| 30D | +5.0% | -1.2% | +6.2% | +5.3% |
| 3M | -3.0% | -4.8% | +1.7% | -1.9% |
| 6M | +14.8% | -2.6% | +17.3% | +15.5% |
| YTD | -8.9% | -3.3% | -5.6% | -8.2% |
| 1Y | +13.3% | -4.8% | +18.1% | +14.6% |
| 3Y | +115.4% | +11.5% | +103.9% | +109.1% |
| 5Y | +95.3% | -17.0% | +112.2% | +98.2% |
| All | +92.4% | +11.0% | +81.3% | +125.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 10y: compounded portfolio wealth divided by compounded VCLT 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…
10y analysis · Full analysis span regression · 6 months rolling