+124.4%
FOXA vs VLTO
+55.4%
+69.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.1% | -2.3% | -3.0% |
| 7D | -2.9% | +0.8% | -3.7% | -3.1% |
| 30D | +5.1% | +18.7% | -13.6% | -0.8% |
| 3M | +4.7% | +21.7% | -17.0% | -2.1% |
| 6M | -0.2% | +35.8% | -36.1% | -10.2% |
| YTD | -9.2% | +18.3% | -27.5% | -14.5% |
| 1Y | -0.6% | +20.9% | -21.5% | -7.2% |
| 3Y | +125.7% | +68.8% | +56.9% | +102.0% |
| All | +124.4% | +55.4% | +69.0% | +104.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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