+93.0%
FOXA vs ZM
-67.8%
+160.9%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.7% | +2.8% | +2.2% |
| 7D | -3.7% | -2.7% | -1.0% | -3.4% |
| 30D | +5.4% | -10.0% | +15.3% | +6.8% |
| 3M | -3.7% | +1.6% | -5.3% | -4.4% |
| 6M | +12.6% | +25.0% | -12.4% | +7.6% |
| YTD | -10.0% | +10.6% | -20.6% | -12.7% |
| 1Y | +15.0% | +14.0% | +1.1% | +10.8% |
| 3Y | +115.1% | +32.5% | +82.6% | +99.3% |
| 5Y | +93.0% | -68.3% | +161.4% | +110.0% |
| All | +93.0% | -67.8% | +160.9% | +110.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ZM.
Daily Out/Under-Performance
Portfolio return minus ZM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZM 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 ZM 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