+56.2%
ZTS vs FE
+113.1%
-56.9%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.7% | -2.3% | -2.7% |
| 7D | -4.8% | +0.6% | -5.4% | -5.0% |
| 30D | +1.2% | -2.1% | +3.4% | +1.9% |
| 3M | -6.0% | +2.6% | -8.6% | -7.1% |
| 6M | -38.7% | -6.8% | -32.0% | -37.3% |
| YTD | -40.6% | +6.9% | -47.5% | -42.3% |
| 1Y | -50.6% | +11.6% | -62.2% | -52.8% |
| 3Y | -58.7% | +47.7% | -106.5% | -64.8% |
| 5Y | -62.8% | +46.2% | -109.0% | -68.3% |
| 10Y | +56.2% | +109.2% | -53.0% | +25.2% |
| All | +56.2% | +113.1% | -56.9% | +25.2% |
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