+86.3%
FOXA vs VCLT
+12.3%
+74.0%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.2% | -1.9% | -2.1% |
| 7D | -5.4% | 0.0% | -5.4% | -5.4% |
| 30D | +1.1% | +0.1% | +1.0% | +1.1% |
| 3M | -6.1% | -2.9% | -3.2% | -5.4% |
| 6M | +8.2% | -4.0% | +12.2% | +9.3% |
| YTD | -11.8% | -2.2% | -9.5% | -11.3% |
| 1Y | +9.9% | -2.6% | +12.5% | +10.5% |
| 3Y | +110.7% | +12.3% | +98.5% | +104.2% |
| 5Y | +86.9% | -16.4% | +103.3% | +89.4% |
| All | +86.3% | +12.3% | +74.0% | +118.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling