+8.9%
FOXA vs BTSG
+111.7%
-102.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.1% | +3.9% | +3.8% |
| 7D | +9.9% | +17.4% | -7.5% | +9.1% |
| 30D | +10.0% | +12.6% | -2.6% | +9.4% |
| 3M | +18.4% | +11.2% | +7.2% | +17.6% |
| 6M | +12.2% | +30.4% | -18.2% | +8.6% |
| YTD | -3.8% | +86.4% | -90.2% | -12.1% |
| 1Y | +8.9% | +117.9% | -109.0% | -2.3% |
| All | +8.9% | +111.7% | -102.8% | -2.3% |
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