-44.1%
VG vs FOXA
+37.9%
-82.0%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -3.3% | +8.1% | +5.9% |
| 7D | +15.1% | -2.9% | +18.0% | +16.2% |
| 30D | -4.2% | +5.1% | -9.3% | -6.7% |
| 3M | -3.1% | +4.7% | -7.8% | -6.1% |
| 6M | +0.3% | -0.2% | +0.6% | -0.6% |
| YTD | +95.5% | -9.2% | +104.7% | +104.9% |
| 1Y | +64.4% | -0.6% | +65.0% | +60.8% |
| All | -44.1% | +37.9% | -82.0% | -51.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling