+8.6%
FOXA vs BTG
+38.4%
-29.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.4% | -2.0% | -3.3% |
| 7D | -4.0% | -0.9% | -3.1% | -4.0% |
| 30D | +12.0% | +36.8% | -24.9% | +11.1% |
| 3M | +0.3% | +23.1% | -22.8% | -0.3% |
| 6M | +12.5% | +3.5% | +9.0% | +12.6% |
| YTD | -9.6% | +25.5% | -35.1% | -10.3% |
| 1Y | +8.6% | +40.1% | -31.5% | -5.7% |
| All | +8.6% | +38.4% | -29.8% | -5.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 1y: compounded portfolio wealth divided by compounded BTG 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…
1y analysis · Full analysis span regression · 6 months rolling