+92.4%
FOXA vs Z
-19.4%
+111.8%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +4.0% | -2.8% | +0.6% |
| 7D | +0.8% | -6.0% | +6.8% | +1.7% |
| 30D | +5.0% | -2.3% | +7.3% | +5.2% |
| 3M | -3.0% | -0.6% | -2.4% | -3.4% |
| 6M | +14.8% | -27.6% | +42.4% | +19.4% |
| YTD | -8.9% | -52.4% | +43.4% | +0.4% |
| 1Y | +13.3% | -63.6% | +76.9% | +29.4% |
| 3Y | +115.4% | -36.4% | +151.8% | +120.9% |
| 5Y | +95.3% | -64.6% | +159.9% | +107.6% |
| All | +92.4% | -19.4% | +111.8% | +41.4% |
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