-28.5%
VST vs FOXA
+3.3%
-31.8%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +1.6% | +5.7% | +7.7% |
| 7D | -0.5% | +7.9% | -8.4% | +1.5% |
| 30D | -17.1% | +8.5% | -25.5% | -15.3% |
| 3M | -4.6% | +6.2% | -10.8% | -2.8% |
| 6M | -9.1% | +8.0% | -17.1% | -5.4% |
| YTD | -16.6% | -6.5% | -10.1% | -17.7% |
| All | -28.5% | +3.3% | -31.8% | -26.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling