+108.6%
FOXA vs VMC
+17.4%
+91.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.3% | +1.2% | -1.7% |
| 7D | -5.4% | -5.3% | -0.1% | -4.8% |
| 30D | +1.1% | -12.3% | +13.4% | +2.7% |
| 3M | -6.1% | -10.3% | +4.2% | -5.2% |
| 6M | +8.2% | -8.6% | +16.8% | +8.8% |
| YTD | -11.8% | -11.9% | +0.1% | -11.3% |
| 1Y | +9.9% | -13.9% | +23.8% | +11.1% |
| All | +108.6% | +17.4% | +91.2% | +94.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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