+93.1%
FOXA vs ZCMD
-100.0%
+193.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -7.1% | +8.2% | +1.1% |
| 7D | +0.8% | -5.4% | +6.2% | +0.8% |
| 30D | +5.0% | -24.8% | +29.8% | +5.0% |
| 3M | -3.0% | -62.8% | +59.8% | -2.6% |
| 6M | +14.8% | -99.5% | +114.3% | +18.1% |
| YTD | -8.9% | -99.8% | +90.8% | -5.8% |
| 1Y | +13.3% | -99.9% | +113.2% | +17.7% |
| 3Y | +115.4% | -100.0% | +215.4% | +126.5% |
| All | +93.1% | -100.0% | +193.1% | +98.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ZCMD.
Daily Out/Under-Performance
Portfolio return minus ZCMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZCMD 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 ZCMD 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