+92.4%
FOXA vs VTR
+90.5%
+1.9%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.5% | +1.7% | +1.3% |
| 7D | +0.8% | -0.3% | +1.1% | +0.9% |
| 30D | +5.0% | +1.1% | +3.9% | +4.8% |
| 3M | -3.0% | +7.9% | -10.9% | -5.1% |
| 6M | +14.8% | +6.2% | +8.6% | +12.5% |
| YTD | -8.9% | +17.7% | -26.6% | -13.4% |
| 1Y | +13.3% | +32.9% | -19.6% | +4.1% |
| 3Y | +115.4% | +129.7% | -14.3% | +68.1% |
| 5Y | +95.3% | +89.3% | +6.0% | +58.8% |
| All | +92.4% | +90.5% | +1.9% | +34.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VTR.
Daily Out/Under-Performance
Portfolio return minus VTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTR 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 VTR 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