+77.0%
VWO vs FOXA
+90.1%
-13.2%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.1% | -3.6% | -1.9% |
| 7D | -1.7% | -3.7% | +2.0% | -1.0% |
| 30D | -0.3% | +5.4% | -5.7% | -1.5% |
| 3M | +4.0% | -3.7% | +7.7% | +4.0% |
| 6M | +8.1% | +12.6% | -4.5% | +4.1% |
| YTD | +11.6% | -10.0% | +21.6% | +13.0% |
| 1Y | +16.2% | +15.0% | +1.2% | +10.6% |
| 3Y | +63.3% | +115.1% | -51.8% | +31.1% |
| 5Y | +33.4% | +93.0% | -59.7% | +8.5% |
| All | +77.0% | +90.1% | -13.2% | +30.9% |
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