+174.6%
ZTS vs FAST
+461.8%
-287.1%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -0.9% |
| 7D | -2.0% | -0.4% | -1.6% | -1.9% |
| 30D | +1.9% | -0.8% | +2.7% | +2.1% |
| 3M | -4.0% | +5.8% | -9.8% | -6.2% |
| 6M | -39.1% | +8.0% | -47.1% | -41.1% |
| YTD | -38.8% | +25.6% | -64.4% | -44.1% |
| 1Y | -49.6% | +0.8% | -50.4% | -50.2% |
| 3Y | -59.0% | +86.1% | -145.1% | -68.4% |
| 5Y | -61.8% | +100.2% | -162.0% | -71.5% |
| 10Y | +61.4% | +494.2% | -432.7% | -15.1% |
| All | +174.6% | +461.8% | -287.1% | +43.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling