+341.6%
ZETA vs FOXA
+90.4%
+251.2%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.1% | -1.6% | -0.5% |
| 7D | -6.5% | -3.7% | -2.8% | -4.7% |
| 30D | +4.8% | +5.4% | -0.5% | +1.5% |
| 3M | +53.3% | -3.7% | +57.1% | +53.3% |
| 6M | +66.8% | +12.6% | +54.2% | +51.8% |
| YTD | +50.2% | -10.0% | +60.1% | +55.2% |
| 1Y | +62.0% | +15.0% | +47.0% | +45.9% |
| 3Y | +276.4% | +115.1% | +161.3% | +138.0% |
| 5Y | +341.6% | +93.0% | +248.6% | +204.0% |
| All | +341.6% | +90.4% | +251.2% | +204.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling