+202.6%
ZTS vs FE
+108.1%
+94.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.5% | +0.5% |
| 7D | +1.0% | -0.3% | +1.3% | +1.1% |
| 30D | +12.4% | +3.9% | +8.5% | +11.1% |
| 3M | +13.6% | -0.1% | +13.7% | +13.6% |
| 6M | +9.3% | +6.1% | +3.2% | +7.1% |
| YTD | -32.6% | +8.1% | -40.6% | -34.4% |
| 1Y | -30.0% | +4.4% | -34.5% | -31.2% |
| 3Y | -48.7% | +49.0% | -97.7% | -55.2% |
| 5Y | -59.3% | +46.1% | -105.4% | -64.4% |
| 10Y | +79.8% | +122.6% | -42.8% | +45.9% |
| All | +202.6% | +108.1% | +94.4% | +141.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling