+92.4%
FOXA vs VIG
+153.8%
-61.5%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.7% | +0.5% | +0.5% |
| 7D | +0.8% | -1.1% | +1.9% | +1.8% |
| 30D | +5.0% | -2.7% | +7.8% | +7.7% |
| 3M | -3.0% | +2.5% | -5.6% | -5.3% |
| 6M | +14.8% | +9.2% | +5.5% | +5.6% |
| YTD | -8.9% | +9.8% | -18.7% | -16.7% |
| 1Y | +13.3% | +12.4% | +0.9% | +1.4% |
| 3Y | +115.4% | +55.9% | +59.5% | +42.4% |
| 5Y | +95.3% | +63.9% | +31.3% | +22.6% |
| All | +92.4% | +153.8% | -61.5% | -24.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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