+247.0%
VUG vs FOXA
+99.6%
+147.4%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.1% | -5.0% | -2.0% |
| 7D | +2.5% | +2.7% | -0.2% | +1.8% |
| 30D | -6.3% | +10.0% | -16.3% | -8.8% |
| 3M | -6.0% | +5.0% | -11.0% | -7.6% |
| 6M | -3.5% | +3.4% | -6.9% | -5.8% |
| YTD | +3.9% | -5.5% | +9.4% | +3.8% |
| 1Y | +5.1% | +5.5% | -0.4% | +1.5% |
| 3Y | +77.9% | +139.3% | -61.4% | +32.2% |
| 5Y | +62.4% | +77.2% | -14.8% | +30.1% |
| All | +247.0% | +99.6% | +147.4% | +141.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling