+90.8%
FOXA vs VMC
+145.0%
-54.1%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.9% | -4.3% | -3.7% |
| 7D | -4.0% | -4.3% | +0.4% | -2.5% |
| 30D | +12.0% | -8.2% | +20.2% | +15.2% |
| 3M | +0.3% | -7.0% | +7.3% | +2.0% |
| 6M | +12.5% | -10.8% | +23.2% | +15.6% |
| YTD | -9.6% | -7.4% | -2.2% | -9.0% |
| 1Y | +8.6% | -9.5% | +18.1% | +10.2% |
| 3Y | +118.5% | +20.5% | +98.1% | +93.2% |
| 5Y | +88.8% | +51.6% | +37.2% | +47.5% |
| All | +90.8% | +145.0% | -54.1% | +15.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling