+92.9%
FOXA vs VSXY
+33.4%
+59.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -3.1% | +5.1% | +2.3% |
| 7D | -3.7% | -0.3% | -3.4% | -3.7% |
| 30D | +5.4% | -22.1% | +27.4% | +7.5% |
| 3M | -3.7% | -1.1% | -2.6% | -4.0% |
| 6M | +12.6% | +53.8% | -41.3% | +6.2% |
| YTD | -10.0% | +35.5% | -45.4% | -14.3% |
| 1Y | +15.0% | +186.0% | -171.0% | -0.3% |
| 3Y | +115.1% | +343.2% | -228.1% | +67.1% |
| 5Y | +93.0% | +19.0% | +74.0% | +66.5% |
| All | +92.9% | +33.4% | +59.5% | +69.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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