+163.9%
ZTS vs FANG
+1,097.4%
-933.5%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.4% | -2.0% | -0.8% |
| 7D | -4.5% | +1.2% | -5.7% | -4.6% |
| 30D | -3.3% | +2.4% | -5.7% | -3.6% |
| 3M | -9.7% | +5.1% | -14.8% | -10.3% |
| 6M | -38.8% | +16.4% | -55.3% | -40.0% |
| YTD | -41.2% | +39.0% | -80.1% | -43.4% |
| 1Y | -50.3% | +50.6% | -100.9% | -52.6% |
| 3Y | -59.1% | +46.9% | -106.1% | -61.4% |
| 5Y | -62.8% | +238.2% | -301.0% | -68.3% |
| 10Y | +57.8% | +181.3% | -123.4% | +24.7% |
| All | +163.9% | +1,097.4% | -933.5% | +59.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling