+92.4%
FOXA vs VTRS
-24.2%
+116.5%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.8% | +0.4% | +1.0% |
| 7D | +0.8% | -2.2% | +3.0% | +1.3% |
| 30D | +5.0% | +3.3% | +1.7% | +4.3% |
| 3M | -3.0% | +2.0% | -5.0% | -3.6% |
| 6M | +14.8% | +19.9% | -5.2% | +9.7% |
| YTD | -8.9% | +35.7% | -44.7% | -15.8% |
| 1Y | +13.3% | +68.1% | -54.8% | -0.7% |
| 3Y | +115.4% | +87.1% | +28.3% | +79.4% |
| 5Y | +95.3% | +47.6% | +47.6% | +67.5% |
| All | +92.4% | -24.2% | +116.5% | +74.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VTRS.
Daily Out/Under-Performance
Portfolio return minus VTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTRS 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 VTRS 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