-49.1%
ZTS vs FAST
+91.8%
-140.9%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.2% | -3.5% | -3.4% |
| 7D | -0.4% | +2.1% | -2.5% | -0.9% |
| 30D | +11.7% | +6.9% | +4.8% | +9.6% |
| 3M | +3.5% | +4.8% | -1.4% | +1.9% |
| 6M | -27.6% | +19.8% | -47.4% | -31.5% |
| YTD | -35.5% | +34.9% | -70.4% | -41.1% |
| 1Y | -32.1% | +32.8% | -64.9% | -37.8% |
| 3Y | -49.1% | +93.7% | -142.8% | -58.4% |
| All | -49.1% | +91.8% | -140.9% | -58.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling