+8.6%
FOXA vs BTSG
+152.4%
-143.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.1% | -2.2% | -3.3% |
| 7D | -4.0% | +2.7% | -6.7% | -4.0% |
| 30D | +12.0% | -3.6% | +15.6% | +12.0% |
| 3M | +0.3% | +5.8% | -5.5% | -0.4% |
| 6M | +12.5% | +44.7% | -32.3% | +8.3% |
| YTD | -9.6% | +62.2% | -71.8% | -13.3% |
| 1Y | +8.6% | +152.1% | -143.5% | +3.8% |
| All | +8.6% | +152.4% | -143.8% | +3.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 BTSG 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