+90.8%
FOXA vs Z
-14.2%
+105.1%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.1% | -1.3% | -3.1% |
| 7D | -4.0% | -3.0% | -1.0% | -3.5% |
| 30D | +12.0% | -4.2% | +16.2% | +12.4% |
| 3M | +0.3% | -3.7% | +4.0% | +0.4% |
| 6M | +12.5% | -24.5% | +37.0% | +16.3% |
| YTD | -9.6% | -49.3% | +39.7% | -1.3% |
| 1Y | +8.6% | -58.7% | +67.3% | +21.8% |
| 3Y | +118.5% | -34.1% | +152.7% | +123.1% |
| 5Y | +88.8% | -64.5% | +153.3% | +101.0% |
| All | +90.8% | -14.2% | +105.1% | +39.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling