+55.7%
ZTS vs FANG
+182.5%
-126.7%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.2% |
| 7D | -3.7% | +2.9% | -6.6% | -4.0% |
| 30D | -0.8% | +2.6% | -3.4% | -1.0% |
| 3M | -9.7% | +7.6% | -17.3% | -10.4% |
| 6M | -38.4% | +17.3% | -55.7% | -39.5% |
| YTD | -41.1% | +38.7% | -79.8% | -43.1% |
| 1Y | -50.6% | +51.6% | -102.3% | -52.7% |
| 3Y | -59.1% | +50.0% | -109.1% | -61.3% |
| 5Y | -62.7% | +237.6% | -300.3% | -67.6% |
| All | +55.7% | +182.5% | -126.7% | +29.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FANG.
Daily Out/Under-Performance
Portfolio return minus FANG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FANG 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 FANG 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