+115.4%
FOXA vs BTDR
+4.4%
+111.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.7% | -2.6% | +1.1% |
| 7D | +0.8% | -3.4% | +4.2% | +0.9% |
| 30D | +5.0% | +32.6% | -27.5% | +4.2% |
| 3M | -3.0% | -32.2% | +29.2% | -2.4% |
| 6M | +14.8% | +52.4% | -37.6% | +12.4% |
| YTD | -8.9% | +6.7% | -15.6% | -10.0% |
| 1Y | +13.3% | -15.2% | +28.6% | +11.8% |
| 3Y | +115.4% | +14.9% | +100.5% | +104.5% |
| All | +115.4% | +4.4% | +111.0% | +104.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 3y: compounded portfolio wealth divided by compounded BTDR 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…
3y analysis · Full analysis span regression · 6 months rolling