+92.4%
FOXA vs ZBRA
+66.4%
+26.0%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.8% | -0.7% | +0.8% |
| 7D | +0.8% | -3.4% | +4.2% | +1.6% |
| 30D | +5.0% | -7.4% | +12.4% | +6.8% |
| 3M | -3.0% | +57.5% | -60.5% | -13.8% |
| 6M | +14.8% | +64.0% | -49.2% | +0.1% |
| YTD | -8.9% | +44.3% | -53.2% | -18.7% |
| 1Y | +13.3% | +10.9% | +2.5% | +7.9% |
| 3Y | +115.4% | +37.5% | +77.9% | +86.8% |
| 5Y | +95.3% | -39.7% | +134.9% | +107.2% |
| All | +92.4% | +66.4% | +26.0% | +33.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBRA.
Daily Out/Under-Performance
Portfolio return minus ZBRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBRA 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 ZBRA 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