-59.3%
ZTS vs FAST
+111.1%
-170.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | 0.0% |
| 7D | -0.6% | +4.8% | -5.4% | -2.5% |
| 30D | +11.0% | +8.6% | +2.4% | +7.3% |
| 3M | +10.9% | +5.7% | +5.3% | +8.3% |
| 6M | +0.9% | +25.5% | -24.5% | -8.5% |
| YTD | -33.0% | +39.6% | -72.6% | -42.2% |
| 1Y | -29.6% | +35.5% | -65.1% | -38.6% |
| 3Y | -49.0% | +96.2% | -145.2% | -64.0% |
| All | -59.3% | +111.1% | -170.4% | -72.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling