+90.8%
FOXA vs VSH
+79.0%
+11.9%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +4.4% | -7.8% | -4.4% |
| 7D | -4.0% | +4.1% | -8.0% | -4.9% |
| 30D | +12.0% | -4.2% | +16.1% | +12.7% |
| 3M | +0.3% | -50.0% | +50.2% | +14.8% |
| 6M | +12.5% | +80.2% | -67.7% | -13.5% |
| YTD | -9.6% | +121.1% | -130.7% | -35.4% |
| 1Y | +8.6% | +112.0% | -103.4% | -22.3% |
| 3Y | +118.5% | +22.5% | +96.0% | +80.4% |
| 5Y | +88.8% | +64.0% | +24.7% | +33.5% |
| All | +90.8% | +79.0% | +11.9% | +16.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling