+151.0%
VTV vs FOXA
+86.3%
+64.7%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.1% | +1.8% | +0.3% |
| 7D | -0.7% | -5.4% | +4.8% | +0.9% |
| 30D | -0.5% | +1.1% | -1.6% | -1.0% |
| 3M | +5.3% | -6.1% | +11.4% | +6.2% |
| 6M | +12.9% | +8.2% | +4.6% | +8.5% |
| YTD | +18.5% | -11.8% | +30.3% | +21.1% |
| 1Y | +25.3% | +9.9% | +15.4% | +18.9% |
| 3Y | +68.2% | +110.7% | -42.5% | +26.8% |
| 5Y | +80.6% | +86.9% | -6.3% | +38.8% |
| All | +151.0% | +86.3% | +64.7% | +69.3% |
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