-18.2%
ZTS vs FOXA
+92.4%
-110.6%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -1.0% | -0.1% |
| 7D | -3.7% | +0.8% | -4.5% | -3.9% |
| 30D | -0.8% | +5.0% | -5.8% | -2.0% |
| 3M | -9.7% | -3.0% | -6.7% | -9.8% |
| 6M | -38.4% | +14.8% | -53.2% | -41.1% |
| YTD | -41.1% | -8.9% | -32.2% | -40.5% |
| 1Y | -50.6% | +13.3% | -63.9% | -52.9% |
| 3Y | -59.1% | +115.4% | -174.6% | -67.2% |
| 5Y | -62.7% | +95.3% | -158.0% | -69.8% |
| All | -18.2% | +92.4% | -110.6% | -42.9% |
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 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