-39.3%
VG vs FOXA
+37.3%
-76.7%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.4% | +3.0% | +1.0% |
| 7D | +1.7% | -4.0% | +5.7% | +3.3% |
| 30D | +16.0% | +12.0% | +4.0% | +9.9% |
| 3M | +9.7% | +0.3% | +9.5% | +9.3% |
| 6M | +29.6% | +12.5% | +17.1% | +19.3% |
| YTD | +112.0% | -9.6% | +121.7% | +124.3% |
| 1Y | +12.8% | +8.6% | +4.2% | +2.7% |
| All | -39.3% | +37.3% | -76.7% | -46.6% |
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