+2,502.5%
VRT vs FOXA
+92.4%
+2,410.1%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.2% | +2.4% | +3.2% |
| 7D | -8.4% | +0.8% | -9.2% | -8.6% |
| 30D | -10.9% | +5.0% | -15.9% | -12.6% |
| 3M | -13.7% | -3.0% | -10.7% | -14.2% |
| 6M | -4.1% | +14.8% | -18.9% | -11.4% |
| YTD | +58.7% | -8.9% | +67.7% | +60.3% |
| 1Y | +89.6% | +13.3% | +76.3% | +73.1% |
| 3Y | +558.1% | +115.4% | +442.7% | +336.6% |
| 5Y | +953.0% | +95.3% | +857.7% | +630.5% |
| All | +2,502.5% | +92.4% | +2,410.1% | +1,384.7% |
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 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