+90.3%
FOXA vs ZS
+155.6%
-65.3%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.6% | +4.3% | 0.0% |
| 7D | -0.6% | -9.2% | +8.6% | 0.0% |
| 30D | +2.3% | -4.0% | +6.3% | +2.5% |
| 3M | -2.8% | +25.3% | -28.1% | -4.5% |
| 6M | +9.6% | -1.3% | +10.9% | +8.5% |
| YTD | -9.9% | -28.0% | +18.1% | -9.0% |
| 1Y | +5.4% | -42.5% | +47.9% | +7.8% |
| 3Y | +115.3% | +0.7% | +114.5% | +110.8% |
| 5Y | +93.1% | -42.3% | +135.4% | +86.8% |
| All | +90.3% | +155.6% | -65.3% | +69.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling