+587.3%
VST vs FOXA
+90.3%
+497.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.3% | +1.9% | +1.7% |
| 7D | +9.9% | -0.6% | +10.5% | +10.0% |
| 30D | +7.9% | +2.3% | +5.6% | +7.1% |
| 3M | +3.4% | -2.8% | +6.3% | +3.1% |
| 6M | -4.1% | +9.6% | -13.7% | -7.9% |
| YTD | -5.7% | -9.9% | +4.2% | -4.4% |
| 1Y | -18.9% | +5.4% | -24.3% | -22.2% |
| 3Y | +359.1% | +115.3% | +243.8% | +253.8% |
| 5Y | +766.9% | +93.1% | +673.8% | +578.0% |
| All | +587.3% | +90.3% | +497.0% | +368.2% |
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