+87.8%
ZTS vs FE
+126.1%
-38.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | 0.0% | +0.6% |
| 7D | +5.6% | +1.2% | +4.3% | +5.1% |
| 30D | +12.1% | +4.5% | +7.5% | +10.3% |
| 3M | +11.3% | +1.3% | +9.9% | +10.7% |
| 6M | +14.3% | +8.7% | +5.7% | +10.6% |
| YTD | -31.9% | +9.2% | -41.1% | -34.4% |
| 1Y | -29.3% | +7.0% | -36.2% | -31.3% |
| 3Y | -48.0% | +51.4% | -99.4% | -56.1% |
| 5Y | -58.9% | +47.7% | -106.6% | -65.2% |
| All | +87.8% | +126.1% | -38.3% | +49.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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