+88.4%
FOXA vs BTDR
+23.3%
+65.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.7% | +0.6% | -2.0% |
| 7D | -5.4% | +14.8% | -20.2% | -5.7% |
| 30D | +1.1% | +41.8% | -40.7% | +0.3% |
| 3M | -6.1% | -29.2% | +23.1% | -5.7% |
| 6M | +8.2% | +66.2% | -57.9% | +6.0% |
| YTD | -11.8% | +10.0% | -21.8% | -12.8% |
| 1Y | +9.9% | -11.0% | +20.9% | +8.5% |
| 3Y | +110.7% | +6.9% | +103.8% | +100.6% |
| 5Y | +86.9% | +24.7% | +62.3% | +77.4% |
| All | +88.4% | +23.3% | +65.1% | +79.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling