+77.0%
ZTS vs FN
+837.6%
-760.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +11.9% | -8.2% | +2.6% |
| 7D | -1.0% | +16.3% | -17.3% | -2.7% |
| 30D | +10.8% | -24.7% | +35.5% | +13.2% |
| 3M | +14.1% | -34.9% | +49.0% | +17.6% |
| 6M | +0.8% | -41.1% | +41.9% | +3.7% |
| YTD | -33.1% | -19.6% | -13.5% | -34.6% |
| 1Y | -30.0% | -18.5% | -11.5% | -32.0% |
| 3Y | -49.5% | +119.1% | -168.6% | -60.6% |
| 5Y | -60.2% | +206.9% | -267.2% | -71.9% |
| 10Y | +77.0% | +826.4% | -749.4% | +2.7% |
| All | +77.0% | +837.6% | -760.5% | +2.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 FN 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