+90.1%
FOXA vs VTR
+91.4%
-1.3%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.2% | +0.9% | +1.7% |
| 7D | -3.7% | -1.8% | -1.9% | -3.2% |
| 30D | +5.4% | +4.0% | +1.4% | +4.3% |
| 3M | -3.7% | +7.8% | -11.6% | -5.8% |
| 6M | +12.6% | +6.4% | +6.2% | +10.3% |
| YTD | -10.0% | +18.3% | -28.3% | -14.5% |
| 1Y | +15.0% | +33.9% | -18.9% | +5.5% |
| 3Y | +115.1% | +134.3% | -19.2% | +67.0% |
| 5Y | +93.0% | +90.3% | +2.8% | +56.8% |
| All | +90.1% | +91.4% | -1.3% | +32.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling