+87.8%
ZTS vs FAST
+541.9%
-454.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.7% | +1.3% |
| 7D | +5.6% | +4.2% | +1.4% | +3.9% |
| 30D | +12.1% | +6.7% | +5.4% | +9.2% |
| 3M | +11.3% | +8.0% | +3.2% | +7.8% |
| 6M | +14.3% | +27.4% | -13.1% | +3.3% |
| YTD | -31.9% | +40.5% | -72.4% | -41.1% |
| 1Y | -29.3% | +38.4% | -67.6% | -38.4% |
| 3Y | -48.0% | +98.7% | -146.7% | -62.0% |
| 5Y | -58.9% | +106.7% | -165.6% | -70.9% |
| All | +87.8% | +541.9% | -454.1% | -6.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FAST.
Daily Out/Under-Performance
Portfolio return minus FAST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FAST 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 FAST 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