+115.4%
FOXA vs VTR
+132.9%
-17.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -4.9% |
| 6M | +14.8% | +6.2% | +8.6% | +12.8% |
| YTD | -8.9% | +17.7% | -26.6% | -13.1% |
| 1Y | +13.3% | +32.9% | -19.6% | +4.1% |
| 3Y | +115.4% | +129.7% | -14.3% | +64.4% |
| All | +115.4% | +132.9% | -17.5% | +64.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling