+93.1%
FOXA vs ZBRA
-40.4%
+133.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.8% | -0.7% | +0.8% |
| 7D | +0.8% | -3.4% | +4.2% | +1.4% |
| 30D | +5.0% | -7.4% | +12.4% | +6.5% |
| 3M | -3.0% | +57.5% | -60.5% | -12.0% |
| 6M | +14.8% | +64.0% | -49.2% | +2.5% |
| YTD | -8.9% | +44.3% | -53.2% | -17.0% |
| 1Y | +13.3% | +10.9% | +2.5% | +9.6% |
| 3Y | +115.4% | +37.5% | +77.9% | +91.2% |
| All | +93.1% | -40.4% | +133.5% | +110.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling