-90.6%
FOXF vs VT
+53.2%
-143.8%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -4.1% | +1.5% | +3.8% |
| 7D | +3.6% | -4.2% | +7.8% | +10.7% |
| 30D | -12.7% | -5.8% | -6.9% | -4.1% |
| 3M | -13.9% | -5.2% | -8.7% | -6.2% |
| 6M | -4.2% | +0.1% | -4.3% | -5.0% |
| YTD | -1.1% | +8.2% | -9.3% | -13.5% |
| 1Y | -26.1% | +10.1% | -36.2% | -37.2% |
| 3Y | -72.0% | +69.7% | -141.7% | -87.7% |
| 5Y | -90.6% | +53.4% | -144.0% | -95.1% |
| All | -90.6% | +53.2% | -143.8% | -95.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling