+89.1%
FOXA vs VMC
+46.8%
+42.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.3% | +1.2% | -1.4% |
| 7D | -5.4% | -5.3% | -0.1% | -4.2% |
| 30D | +1.1% | -12.3% | +13.4% | +4.1% |
| 3M | -6.1% | -10.3% | +4.2% | -4.2% |
| 6M | +8.2% | -8.6% | +16.8% | +9.5% |
| YTD | -11.8% | -11.9% | +0.1% | -10.4% |
| 1Y | +9.9% | -13.9% | +23.8% | +12.2% |
| 3Y | +110.7% | +18.2% | +92.6% | +91.1% |
| All | +89.1% | +46.8% | +42.3% | +58.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling