+90.1%
FOXA vs VO
+128.1%
-37.9%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.9% | +3.0% | +2.8% |
| 7D | -3.7% | -2.5% | -1.3% | -1.8% |
| 30D | +5.4% | -3.2% | +8.6% | +8.2% |
| 3M | -3.7% | +3.9% | -7.6% | -7.0% |
| 6M | +12.6% | +9.6% | +2.9% | +3.9% |
| YTD | -10.0% | +11.6% | -21.5% | -18.2% |
| 1Y | +15.0% | +12.6% | +2.4% | +3.7% |
| 3Y | +115.1% | +55.4% | +59.7% | +48.2% |
| 5Y | +93.0% | +41.8% | +51.2% | +42.0% |
| All | +90.1% | +128.1% | -37.9% | -14.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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