+90.3%
FOXA vs BTI
+140.8%
-50.5%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.2% |
| 7D | -0.6% | -1.4% | +0.8% | -0.2% |
| 30D | +2.3% | -7.0% | +9.4% | +4.8% |
| 3M | -2.8% | -6.3% | +3.5% | -0.9% |
| 6M | +9.6% | -2.0% | +11.6% | +9.6% |
| YTD | -9.9% | +0.2% | -10.1% | -11.0% |
| 1Y | +5.4% | +3.8% | +1.6% | +2.6% |
| 3Y | +115.3% | +112.1% | +3.2% | +54.1% |
| 5Y | +93.1% | +113.6% | -20.5% | +35.6% |
| All | +90.3% | +140.8% | -50.5% | +21.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BTI.
Daily Out/Under-Performance
Portfolio return minus BTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTI 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 BTI 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