+22.9%
VCIT vs FOXA
+94.4%
-71.5%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.4% | -0.1% |
| 7D | +0.1% | +5.4% | -5.3% | -0.1% |
| 30D | +1.9% | +6.3% | -4.4% | +1.7% |
| 3M | -1.4% | +8.3% | -9.8% | -1.7% |
| 6M | -2.1% | +7.6% | -9.7% | -2.5% |
| YTD | -1.6% | -7.9% | +6.3% | -1.5% |
| 1Y | -0.9% | +2.4% | -3.3% | -1.1% |
| 3Y | +20.0% | +120.3% | -100.4% | +16.6% |
| 5Y | +3.1% | +71.0% | -67.9% | +0.6% |
| All | +22.9% | +94.4% | -71.5% | +16.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FOXA.
Daily Out/Under-Performance
Portfolio return minus FOXA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FOXA 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 FOXA 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