-15.0%
ZTS vs FOXA
+90.8%
-105.9%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.4% | +2.8% | +0.1% |
| 7D | -2.0% | -4.0% | +2.0% | -1.1% |
| 30D | +1.9% | +12.0% | -10.1% | -0.8% |
| 3M | -4.0% | +0.3% | -4.3% | -4.8% |
| 6M | -39.1% | +12.5% | -51.6% | -41.5% |
| YTD | -38.8% | -9.6% | -29.2% | -38.1% |
| 1Y | -49.6% | +8.6% | -58.2% | -51.4% |
| 3Y | -59.0% | +118.5% | -177.5% | -67.2% |
| 5Y | -61.8% | +88.8% | -150.5% | -68.8% |
| All | -15.0% | +90.8% | -105.9% | -40.6% |
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 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