+113.1%
FOXA vs VFC
-25.6%
+138.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.9% | +1.6% | 0.0% |
| 7D | -0.6% | +0.8% | -1.5% | -0.8% |
| 30D | +2.3% | -11.9% | +14.3% | +4.3% |
| 3M | -2.8% | -20.2% | +17.3% | -0.2% |
| 6M | +9.6% | -23.0% | +32.6% | +12.8% |
| YTD | -9.9% | -26.2% | +16.3% | -6.8% |
| 1Y | +5.4% | -13.3% | +18.7% | +5.5% |
| All | +113.1% | -25.6% | +138.7% | +101.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling