+110.4%
FOXA vs ZCMD
-100.0%
+210.4%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +4.0% | -6.1% | -2.1% |
| 7D | -5.4% | -4.1% | -1.3% | -5.4% |
| 30D | +1.1% | -22.7% | +23.9% | +1.2% |
| 3M | -6.1% | -62.5% | +56.4% | -6.0% |
| 6M | +8.2% | -99.5% | +107.7% | +12.9% |
| YTD | -11.8% | -99.7% | +87.9% | -7.1% |
| 1Y | +9.9% | -99.9% | +109.8% | +17.0% |
| 3Y | +110.7% | -100.0% | +210.7% | +132.0% |
| 5Y | +86.9% | -100.0% | +186.9% | +105.7% |
| All | +110.4% | -100.0% | +210.4% | +157.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling