+87.8%
ZTS vs FDS
+127.7%
-39.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.7% | +0.9% |
| 7D | +5.6% | +1.5% | +4.1% | +5.0% |
| 30D | +12.1% | +14.8% | -2.7% | +6.5% |
| 3M | +11.3% | +16.3% | -5.0% | +4.6% |
| 6M | +14.3% | +66.2% | -51.9% | -8.5% |
| YTD | -31.9% | +16.2% | -48.1% | -37.7% |
| 1Y | -29.3% | +21.8% | -51.1% | -37.1% |
| 3Y | -48.0% | -23.9% | -24.2% | -43.2% |
| 5Y | -58.9% | -23.1% | -35.8% | -55.9% |
| All | +87.8% | +127.7% | -39.9% | +17.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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