+2.2%
FOXF vs VT
+224.5%
-222.3%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | 0.0% | +3.7% | +3.7% |
| 7D | +4.7% | +0.4% | +4.2% | +4.0% |
| 30D | +9.5% | +1.0% | +8.5% | +8.1% |
| 3M | +21.2% | +2.4% | +18.9% | +16.7% |
| 6M | +20.6% | +12.0% | +8.6% | +1.8% |
| YTD | +25.8% | +15.3% | +10.4% | +1.7% |
| 1Y | -24.0% | +22.6% | -46.6% | -44.0% |
| 3Y | -80.3% | +74.7% | -155.0% | -91.0% |
| 5Y | -85.8% | +66.1% | -152.0% | -92.9% |
| All | +2.2% | +224.5% | -222.3% | -76.9% |
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