+93.1%
FOXA vs VYM
+77.5%
+15.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.7% | +0.5% | +0.5% |
| 7D | +0.8% | -0.8% | +1.6% | +1.5% |
| 30D | +5.0% | -2.2% | +7.3% | +7.3% |
| 3M | -3.0% | +3.1% | -6.1% | -5.8% |
| 6M | +14.8% | +9.7% | +5.0% | +4.9% |
| YTD | -8.9% | +14.9% | -23.8% | -20.5% |
| 1Y | +13.3% | +17.6% | -4.2% | -3.3% |
| 3Y | +115.4% | +65.3% | +50.1% | +31.5% |
| All | +93.1% | +77.5% | +15.6% | +10.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 5y: compounded portfolio wealth divided by compounded VYM 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…
5y analysis · Full analysis span regression · 6 months rolling