+74.2%
ZTS vs FAST
+586.8%
-512.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.2% | -3.5% | -3.4% |
| 7D | -0.4% | +2.1% | -2.5% | -1.1% |
| 30D | +11.7% | +6.9% | +4.8% | +8.8% |
| 3M | +3.5% | +4.8% | -1.4% | +1.3% |
| 6M | -27.6% | +19.8% | -47.4% | -32.8% |
| YTD | -35.5% | +34.9% | -70.4% | -43.2% |
| 1Y | -32.1% | +32.8% | -64.9% | -39.9% |
| 3Y | -49.1% | +93.7% | -142.8% | -62.3% |
| 5Y | -61.0% | +105.3% | -166.3% | -72.2% |
| All | +74.2% | +586.8% | -512.6% | -11.4% |
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