-51.4%
VG vs FOXA
+39.9%
-91.2%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.6% | +0.6% |
| 7D | -22.0% | +5.4% | -27.4% | -23.7% |
| 30D | -11.6% | +6.3% | -17.9% | -14.2% |
| 3M | -14.9% | +8.3% | -23.2% | -18.7% |
| 6M | -3.5% | +7.6% | -11.1% | -8.4% |
| YTD | +70.0% | -7.9% | +77.9% | +77.5% |
| 1Y | +50.0% | +2.4% | +47.6% | +44.5% |
| All | -51.4% | +39.9% | -91.2% | -57.7% |
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