+122.7%
FOXA vs VLTO
+26.2%
+96.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | 0.0% |
| 7D | -0.6% | -1.6% | +0.9% | -0.1% |
| 30D | +2.3% | -2.9% | +5.2% | +3.3% |
| 3M | -2.8% | +12.7% | -15.5% | -6.8% |
| 6M | +9.6% | +1.6% | +8.0% | +8.7% |
| YTD | -9.9% | -4.0% | -5.9% | -8.9% |
| 1Y | +5.4% | -10.2% | +15.5% | +8.8% |
| All | +122.7% | +26.2% | +96.6% | +117.4% |
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