+93.0%
FOXA vs VCLT
-17.3%
+110.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.2% | +3.2% | +2.4% |
| 7D | -3.7% | -1.3% | -2.5% | -3.4% |
| 30D | +5.4% | -1.1% | +6.5% | +5.7% |
| 3M | -3.7% | -3.7% | 0.0% | -2.7% |
| 6M | +12.6% | -4.0% | +16.6% | +13.9% |
| YTD | -10.0% | -3.4% | -6.6% | -9.1% |
| 1Y | +15.0% | -4.1% | +19.2% | +16.4% |
| 3Y | +115.1% | +11.0% | +104.1% | +107.5% |
| 5Y | +93.0% | -17.0% | +110.0% | +81.8% |
| All | +93.0% | -17.3% | +110.3% | +81.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling