+252.6%
ZETA vs FOXA
+85.7%
+167.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.4% | -0.7% | -2.5% |
| 7D | +2.7% | -4.0% | +6.6% | +4.5% |
| 30D | +15.8% | +12.0% | +3.8% | +8.6% |
| 3M | +35.4% | +0.3% | +35.2% | +32.5% |
| 6M | +67.1% | +12.5% | +54.6% | +52.7% |
| YTD | +54.1% | -9.6% | +63.7% | +58.8% |
| 1Y | +67.8% | +8.6% | +59.2% | +56.2% |
| 3Y | +311.4% | +118.5% | +192.9% | +165.0% |
| 5Y | +324.8% | +88.8% | +236.0% | +202.6% |
| All | +252.6% | +85.7% | +167.0% | +145.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling