+77.0%
ZTS vs FAST
+606.6%
-529.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.0% | +0.7% | +2.5% |
| 7D | -1.0% | +3.8% | -4.9% | -2.4% |
| 30D | +10.8% | +8.1% | +2.7% | +7.4% |
| 3M | +14.1% | +5.8% | +8.3% | +11.4% |
| 6M | +0.8% | +24.9% | -24.1% | -8.1% |
| YTD | -33.1% | +38.9% | -72.0% | -41.8% |
| 1Y | -30.0% | +36.5% | -66.5% | -38.7% |
| 3Y | -49.5% | +98.1% | -147.7% | -63.0% |
| 5Y | -60.2% | +109.3% | -169.5% | -71.9% |
| 10Y | +77.0% | +547.9% | -470.9% | -9.4% |
| All | +77.0% | +606.6% | -529.6% | -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