+123.8%
VEA vs FOXA
+92.4%
+31.4%
-35.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.2% | -0.1% | +0.8% |
| 7D | -1.5% | +0.8% | -2.2% | -1.6% |
| 30D | -0.8% | +5.0% | -5.9% | -2.1% |
| 3M | +2.5% | -3.0% | +5.5% | +2.4% |
| 6M | +11.1% | +14.8% | -3.6% | +6.0% |
| YTD | +17.2% | -8.9% | +26.1% | +18.5% |
| 1Y | +24.5% | +13.3% | +11.2% | +18.2% |
| 3Y | +75.4% | +115.4% | -40.0% | +36.6% |
| 5Y | +61.1% | +95.3% | -34.2% | +26.9% |
| All | +123.8% | +92.4% | +31.4% | +57.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling