+99.6%
FOXA vs Z
-26.1%
+125.7%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +3.5% | +0.7% | +3.6% |
| 7D | +2.7% | +0.8% | +1.8% | +2.5% |
| 30D | +10.0% | +5.2% | +4.8% | +8.9% |
| 3M | +5.0% | -17.0% | +22.0% | +7.4% |
| 6M | +3.4% | -22.7% | +26.0% | +6.5% |
| YTD | -5.5% | -56.3% | +50.8% | +5.2% |
| 1Y | +5.5% | -57.7% | +63.2% | +17.7% |
| 3Y | +139.3% | -16.5% | +155.8% | +134.9% |
| 5Y | +77.2% | -53.4% | +130.6% | +82.4% |
| All | +99.6% | -26.1% | +125.7% | +48.1% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 10y: compounded portfolio wealth divided by compounded Z 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…
10y analysis · Full analysis span regression · 6 months rolling