+90.1%
FOXA vs VFC
-80.3%
+170.4%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.6% | +3.6% | +2.5% |
| 7D | -3.7% | -3.3% | -0.5% | -2.9% |
| 30D | +5.4% | -14.0% | +19.4% | +9.5% |
| 3M | -3.7% | -22.6% | +18.8% | +1.7% |
| 6M | +12.6% | -24.7% | +37.3% | +18.9% |
| YTD | -10.0% | -29.0% | +19.0% | -3.8% |
| 1Y | +15.0% | -13.8% | +28.8% | +14.8% |
| 3Y | +115.1% | -28.2% | +143.3% | +99.3% |
| 5Y | +93.0% | -79.0% | +172.0% | +199.3% |
| All | +90.1% | -80.3% | +170.4% | +164.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 VFC 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