+90.1%
FOXA vs BTG
+121.2%
-31.1%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -3.2% | +5.3% | +2.3% |
| 7D | -3.7% | -5.8% | +2.1% | -3.3% |
| 30D | +5.4% | +5.7% | -0.4% | +4.8% |
| 3M | -3.7% | +38.1% | -41.9% | -6.7% |
| 6M | +12.6% | +0.3% | +12.3% | +11.7% |
| YTD | -10.0% | +19.9% | -29.9% | -12.5% |
| 1Y | +15.0% | +24.6% | -9.6% | +10.9% |
| 3Y | +115.1% | +96.6% | +18.5% | +94.3% |
| 5Y | +93.0% | +77.7% | +15.3% | +73.7% |
| All | +90.1% | +121.2% | -31.1% | +69.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling