+78.9%
ZTS vs FAST
+541.5%
-462.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.2% | -1.1% | -0.3% |
| 7D | -7.4% | +4.3% | -11.7% | -9.0% |
| 30D | +9.9% | +8.3% | +1.6% | +6.4% |
| 3M | +10.3% | +6.5% | +3.8% | +7.5% |
| 6M | +9.2% | +29.5% | -20.3% | -1.9% |
| YTD | -32.9% | +41.3% | -74.2% | -42.0% |
| 1Y | -29.7% | +37.4% | -67.1% | -38.6% |
| 3Y | -49.0% | +98.5% | -147.5% | -62.7% |
| 5Y | -59.3% | +111.1% | -170.4% | -71.4% |
| 10Y | +78.9% | +548.6% | -469.6% | -8.3% |
| All | +78.9% | +541.5% | -462.5% | -8.3% |
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