+92.4%
FOXA vs VSH
+87.5%
+4.9%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +6.1% | -5.0% | -0.2% |
| 7D | +0.8% | +4.8% | -4.0% | -0.3% |
| 30D | +5.0% | -0.7% | +5.7% | +5.0% |
| 3M | -3.0% | -43.1% | +40.0% | +7.8% |
| 6M | +14.8% | +91.8% | -77.0% | -13.0% |
| YTD | -8.9% | +131.6% | -140.5% | -35.6% |
| 1Y | +13.3% | +118.1% | -104.8% | -19.3% |
| 3Y | +115.4% | +40.9% | +74.5% | +69.7% |
| 5Y | +95.3% | +75.8% | +19.5% | +35.3% |
| All | +92.4% | +87.5% | +4.9% | +15.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 VSH 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