+77.0%
ZTS vs FAST
+545.6%
-468.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | 0.0% |
| 7D | -0.6% | +4.8% | -5.4% | -2.4% |
| 30D | +11.0% | +8.6% | +2.4% | +7.4% |
| 3M | +10.9% | +5.7% | +5.3% | +8.4% |
| 6M | +0.9% | +25.5% | -24.5% | -8.1% |
| YTD | -33.0% | +39.6% | -72.6% | -41.8% |
| 1Y | -29.6% | +35.5% | -65.1% | -38.2% |
| 3Y | -49.0% | +96.2% | -145.2% | -62.5% |
| 5Y | -59.5% | +110.2% | -169.7% | -71.5% |
| 10Y | +77.0% | +531.8% | -454.8% | -9.4% |
| All | +77.0% | +545.6% | -468.6% | -9.4% |
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