+55.7%
ZTS vs FCUV
-98.6%
+154.3%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.3% | -3.1% | +0.1% |
| 7D | -3.7% | -66.5% | +62.7% | -3.6% |
| 30D | -0.8% | +5.0% | -5.7% | -0.9% |
| 3M | -9.7% | +63.8% | -73.5% | -10.7% |
| 6M | -38.4% | -67.8% | +29.4% | -38.9% |
| YTD | -41.1% | -82.4% | +41.3% | -41.6% |
| 1Y | -50.6% | -94.7% | +44.1% | -50.9% |
| 3Y | -59.1% | -99.3% | +40.1% | -59.4% |
| 5Y | -62.7% | -99.9% | +37.1% | -63.0% |
| All | +55.7% | -98.6% | +154.3% | +55.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FCUV.
Daily Out/Under-Performance
Portfolio return minus FCUV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCUV 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 FCUV 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