+312.3%
ZETA vs FOXA
+94.2%
+218.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +4.1% | -5.8% | -3.6% |
| 7D | +18.1% | +2.7% | +15.4% | +16.6% |
| 30D | +13.6% | +10.0% | +3.6% | +8.4% |
| 3M | +23.7% | +5.0% | +18.7% | +19.9% |
| 6M | +128.5% | +3.4% | +125.1% | +119.8% |
| YTD | +80.1% | -5.5% | +85.6% | +81.2% |
| 1Y | +98.0% | +5.5% | +92.5% | +87.9% |
| 3Y | +348.6% | +139.3% | +209.3% | +176.2% |
| 5Y | +286.6% | +77.2% | +209.4% | +170.8% |
| All | +312.3% | +94.2% | +218.1% | +180.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FOXA.
Daily Out/Under-Performance
Portfolio return minus FOXA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FOXA 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 FOXA 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