+93.0%
FOXA vs VIG
+61.5%
+31.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.5% | +2.5% | +2.5% |
| 7D | -3.7% | -2.2% | -1.5% | -1.9% |
| 30D | +5.4% | -3.2% | +8.6% | +8.3% |
| 3M | -3.7% | +3.0% | -6.8% | -6.2% |
| 6M | +12.6% | +8.1% | +4.4% | +5.1% |
| YTD | -10.0% | +9.1% | -19.0% | -16.6% |
| 1Y | +15.0% | +12.6% | +2.5% | +3.5% |
| 3Y | +115.1% | +55.4% | +59.7% | +46.4% |
| 5Y | +93.0% | +62.8% | +30.2% | +26.9% |
| All | +93.0% | +61.5% | +31.6% | +26.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling