+2,740.1%
VRT vs FOXA
+90.8%
+2,649.3%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -3.4% | +7.7% | +5.5% |
| 7D | +9.1% | -4.0% | +13.1% | +10.6% |
| 30D | +0.9% | +12.0% | -11.0% | -3.5% |
| 3M | -13.4% | +0.3% | -13.6% | -15.2% |
| 6M | +11.7% | +12.5% | -0.8% | +3.9% |
| YTD | +73.2% | -9.6% | +82.9% | +75.4% |
| 1Y | +123.4% | +8.6% | +114.8% | +106.9% |
| 3Y | +606.2% | +118.5% | +487.6% | +364.3% |
| 5Y | +899.9% | +88.8% | +811.1% | +602.9% |
| All | +2,740.1% | +90.8% | +2,649.3% | +1,524.3% |
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