-14.2%
FOXF vs VT
+215.5%
-229.7%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.2% | +5.0% | +4.9% |
| 7D | +11.3% | -2.3% | +13.6% | +15.2% |
| 30D | -4.4% | -5.0% | +0.6% | +3.0% |
| 3M | -5.6% | -4.9% | -0.7% | +1.7% |
| 6M | -2.1% | -1.5% | -0.5% | -0.3% |
| YTD | +4.0% | +8.5% | -4.5% | -8.0% |
| 1Y | -18.9% | +11.4% | -30.3% | -31.2% |
| 3Y | -70.8% | +70.1% | -140.8% | -86.1% |
| 5Y | -90.1% | +53.7% | -143.9% | -94.5% |
| All | -14.2% | +215.5% | -229.7% | -78.0% |
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