+86.3%
FOXA vs ZBRA
+63.8%
+22.5%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.2% | +0.1% | -1.6% |
| 7D | -5.4% | -1.8% | -3.6% | -5.1% |
| 30D | +1.1% | -8.8% | +9.9% | +3.2% |
| 3M | -6.1% | +47.2% | -53.4% | -15.3% |
| 6M | +8.2% | +61.3% | -53.1% | -5.3% |
| YTD | -11.8% | +42.0% | -53.8% | -20.9% |
| 1Y | +9.9% | +10.5% | -0.5% | +4.7% |
| 3Y | +110.7% | +34.5% | +76.2% | +83.7% |
| 5Y | +86.9% | -40.3% | +127.2% | +98.7% |
| All | +86.3% | +63.8% | +22.5% | +29.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling