+576.3%
VST vs FOXA
+90.8%
+485.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -3.4% | +6.9% | +4.3% |
| 7D | +8.9% | -4.0% | +12.9% | +9.9% |
| 30D | +6.2% | +12.0% | -5.8% | +3.1% |
| 3M | -2.7% | +0.3% | -3.0% | -3.9% |
| 6M | -8.4% | +12.5% | -20.8% | -12.7% |
| YTD | -7.2% | -9.6% | +2.4% | -6.0% |
| 1Y | -20.9% | +8.6% | -29.5% | -24.9% |
| 3Y | +384.0% | +118.5% | +265.5% | +271.4% |
| 5Y | +757.1% | +88.8% | +668.3% | +574.8% |
| All | +576.3% | +90.8% | +485.5% | +360.4% |
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 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