+78.9%
ZTS vs FE
+120.9%
-42.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | -7.4% | -0.4% | -7.0% | -7.3% |
| 30D | +9.9% | +3.6% | +6.3% | +8.5% |
| 3M | +10.3% | +0.3% | +10.0% | +10.1% |
| 6M | +9.2% | +6.4% | +2.8% | +6.5% |
| YTD | -32.9% | +8.1% | -41.0% | -35.1% |
| 1Y | -29.7% | +4.6% | -34.3% | -31.2% |
| 3Y | -49.0% | +49.1% | -98.1% | -56.6% |
| 5Y | -59.3% | +46.1% | -105.4% | -65.4% |
| 10Y | +78.9% | +122.7% | -43.8% | +43.4% |
| All | +78.9% | +120.9% | -42.0% | +43.4% |
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