-13.5%
FOXF vs VT
+223.7%
-237.2%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +2.6% | +2.4% | +1.2% |
| 7D | +14.9% | +0.4% | +14.6% | +14.4% |
| 30D | +3.5% | -2.6% | +6.1% | +7.8% |
| 3M | -11.5% | -3.2% | -8.3% | -7.1% |
| 6M | +5.0% | +0.9% | +4.1% | +3.3% |
| YTD | +9.2% | +11.3% | -2.1% | -6.9% |
| 1Y | +14.2% | +14.0% | +0.2% | -6.1% |
| 3Y | -66.0% | +75.8% | -141.9% | -84.6% |
| 5Y | -89.9% | +57.8% | -147.7% | -94.5% |
| 10Y | -13.5% | +219.8% | -233.3% | -78.7% |
| All | -13.5% | +223.7% | -237.2% | -78.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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