-6.7%
FOXF vs VT
+282.8%
-289.5%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +1.7% | +5.7% | +5.2% |
| 7D | +12.1% | -0.3% | +12.4% | +12.7% |
| 30D | -9.7% | -1.4% | -8.2% | -7.7% |
| 3M | -12.3% | -1.4% | -10.9% | -10.3% |
| 6M | +3.1% | +5.5% | -2.3% | -4.0% |
| YTD | +1.5% | +12.8% | -11.3% | -13.5% |
| 1Y | -22.7% | +15.4% | -38.2% | -36.2% |
| 3Y | -71.3% | +76.9% | -148.2% | -85.9% |
| 5Y | -90.0% | +60.4% | -150.4% | -94.3% |
| 10Y | -14.2% | +232.8% | -247.0% | -75.4% |
| All | -6.7% | +282.8% | -289.5% | -76.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling