-59.0%
ZTS vs FCUV
-99.2%
+40.3%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -7.0% | +6.7% | -0.3% |
| 7D | -3.8% | -63.8% | +60.0% | -3.4% |
| 30D | -2.0% | -14.7% | +12.6% | -2.2% |
| 3M | -10.2% | +65.3% | -75.5% | -12.2% |
| 6M | -39.4% | -68.5% | +29.1% | -40.2% |
| YTD | -40.8% | -83.0% | +42.2% | -41.4% |
| 1Y | -50.1% | -94.4% | +44.3% | -50.2% |
| All | -59.0% | -99.2% | +40.3% | -59.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling