-44.6%
VG vs FOXA
+43.6%
-88.2%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.1% | -5.0% | -2.4% |
| 7D | +14.0% | +2.7% | +11.3% | +12.8% |
| 30D | -1.0% | +10.0% | -11.0% | -5.2% |
| 3M | -2.7% | +5.0% | -7.7% | -5.5% |
| 6M | +1.5% | +3.4% | -1.9% | -0.7% |
| YTD | +93.7% | -5.5% | +99.2% | +100.1% |
| 1Y | +68.5% | +5.5% | +63.0% | +60.0% |
| All | -44.6% | +43.6% | -88.2% | -52.3% |
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