+92.4%
FOXA vs ZBH
-15.9%
+108.2%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.1% | 0.0% | +0.8% |
| 7D | +0.8% | -4.7% | +5.5% | +2.4% |
| 30D | +5.0% | -4.5% | +9.5% | +6.7% |
| 3M | -3.0% | +7.6% | -10.6% | -5.9% |
| 6M | +14.8% | +0.3% | +14.5% | +13.6% |
| YTD | -8.9% | +4.5% | -13.4% | -11.5% |
| 1Y | +13.3% | -9.4% | +22.7% | +15.2% |
| 3Y | +115.4% | -21.5% | +136.9% | +127.6% |
| 5Y | +95.3% | -28.4% | +123.7% | +109.9% |
| All | +92.4% | -15.9% | +108.2% | +76.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBH.
Daily Out/Under-Performance
Portfolio return minus ZBH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBH 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 ZBH 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