+66.6%
VT vs FOXA
+89.1%
-22.5%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.4% | +3.4% | +0.7% |
| 7D | +0.4% | -4.0% | +4.4% | +1.3% |
| 30D | +1.0% | +12.0% | -11.0% | -1.7% |
| 3M | +2.4% | +0.3% | +2.1% | +1.5% |
| 6M | +12.0% | +12.5% | -0.5% | +7.3% |
| YTD | +15.3% | -9.6% | +25.0% | +17.3% |
| 1Y | +22.6% | +8.6% | +14.0% | +17.6% |
| 3Y | +74.7% | +118.5% | -43.9% | +33.5% |
| All | +66.6% | +89.1% | -22.5% | +30.4% |
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 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