+608.4%
VST vs FOXA
+76.9%
+531.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.1% | -5.2% | -1.7% |
| 7D | +6.6% | +2.7% | +3.9% | +6.2% |
| 30D | -12.4% | +10.0% | -22.4% | -13.8% |
| 3M | -9.0% | +5.0% | -14.0% | -10.1% |
| 6M | -6.4% | +3.4% | -9.8% | -7.6% |
| YTD | -17.2% | -5.5% | -11.7% | -16.3% |
| 1Y | -22.0% | +5.5% | -27.6% | -23.9% |
| 3Y | +296.7% | +139.3% | +157.4% | +202.6% |
| All | +608.4% | +76.9% | +531.5% | +473.5% |
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