+631.1%
VRT vs FOXA
+79.9%
+551.1%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.5% | -2.6% | -3.0% |
| 7D | -17.7% | +0.4% | -18.1% | -17.8% |
| 30D | -20.0% | +7.9% | -27.9% | -22.1% |
| 3M | -28.1% | +6.7% | -34.8% | -30.1% |
| 6M | -42.8% | +7.5% | -50.4% | -45.6% |
| YTD | +20.0% | -6.9% | +26.9% | +21.4% |
| 1Y | +3.5% | +2.2% | +1.3% | -0.2% |
| 3Y | +366.1% | +131.4% | +234.7% | +162.4% |
| All | +631.1% | +79.9% | +551.1% | +403.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling