+112.9%
FOXA vs VSH
+33.8%
+79.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.9% | +3.0% | +2.2% |
| 7D | -3.7% | +3.1% | -6.8% | -4.0% |
| 30D | +5.4% | -5.7% | +11.1% | +5.9% |
| 3M | -3.7% | -42.5% | +38.7% | +0.7% |
| 6M | +12.6% | +82.7% | -70.1% | -5.4% |
| YTD | -10.0% | +118.2% | -128.2% | -27.6% |
| 1Y | +15.0% | +109.7% | -94.6% | -7.4% |
| All | +112.9% | +33.8% | +79.1% | +88.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling