+92.4%
FOXA vs ZS
+159.7%
-67.4%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.6% | +0.5% | +1.1% |
| 7D | +0.8% | -3.1% | +3.9% | +1.0% |
| 30D | +5.0% | -7.2% | +12.3% | +5.4% |
| 3M | -3.0% | +30.5% | -33.5% | -4.9% |
| 6M | +14.8% | +7.0% | +7.8% | +13.0% |
| YTD | -8.9% | -26.8% | +17.9% | -8.1% |
| 1Y | +13.3% | -42.6% | +55.9% | +15.9% |
| 3Y | +115.4% | -0.3% | +115.7% | +111.0% |
| 5Y | +95.3% | -39.2% | +134.5% | +88.8% |
| All | +92.4% | +159.7% | -67.4% | +70.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ZS.
Daily Out/Under-Performance
Portfolio return minus ZS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZS 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 10y: compounded portfolio wealth divided by compounded ZS 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…
10y analysis · Full analysis span regression · 6 months rolling