+13.3%
FOXA vs ZS
-41.7%
+55.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.6% | +0.5% | +1.1% |
| 7D | +0.8% | -3.1% | +3.9% | +0.9% |
| 30D | +5.0% | -7.2% | +12.3% | +5.3% |
| 3M | -3.0% | +30.5% | -33.5% | -4.3% |
| 6M | +14.8% | +7.0% | +7.8% | +13.5% |
| YTD | -8.9% | -26.8% | +17.9% | -9.1% |
| 1Y | +13.3% | -42.6% | +55.9% | +13.7% |
| All | +13.3% | -41.7% | +55.0% | +13.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling