+507.6%
VST vs FOXA
+97.5%
+410.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +1.6% | +5.7% | +7.0% |
| 7D | -0.5% | +7.9% | -8.4% | -2.3% |
| 30D | -17.1% | +8.5% | -25.5% | -18.8% |
| 3M | -4.6% | +6.2% | -10.8% | -6.5% |
| 6M | -9.1% | +8.0% | -17.1% | -12.4% |
| YTD | -16.6% | -6.5% | -10.1% | -16.7% |
| 1Y | -29.5% | +3.6% | -33.0% | -31.8% |
| 3Y | +297.5% | +136.0% | +161.5% | +197.4% |
| 5Y | +654.5% | +77.7% | +576.8% | +504.1% |
| All | +507.6% | +97.5% | +410.2% | +308.4% |
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