+76.7%
ZTS vs FDS
+128.0%
-51.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.4% | +4.0% | +3.8% |
| 7D | -1.0% | -5.0% | +3.9% | +0.9% |
| 30D | +10.8% | +13.8% | -3.0% | +5.6% |
| 3M | +14.1% | +14.8% | -0.8% | +7.7% |
| 6M | +0.8% | +47.4% | -46.6% | -15.2% |
| YTD | -33.1% | +14.2% | -47.2% | -38.4% |
| 1Y | -30.0% | +26.6% | -56.6% | -39.0% |
| 3Y | -49.5% | -24.4% | -25.1% | -44.8% |
| 5Y | -60.2% | -22.6% | -37.6% | -57.6% |
| All | +76.7% | +128.0% | -51.3% | +10.6% |
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