+93.1%
FOXA vs BTDR
+20.7%
+72.4%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +4.3% |
| 3M | -3.0% | -32.2% | +29.2% | -2.5% |
| 6M | +14.8% | +52.4% | -37.6% | +12.6% |
| YTD | -8.9% | +6.7% | -15.6% | -9.9% |
| 1Y | +13.3% | -15.2% | +28.6% | +12.0% |
| 3Y | +115.4% | +14.9% | +100.5% | +105.0% |
| All | +93.1% | +20.7% | +72.4% | +85.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling