+61.4%
ZTS vs FN
+900.0%
-838.6%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.1% | -3.8% | -1.0% |
| 7D | -2.0% | -1.7% | -0.3% | -1.8% |
| 30D | +1.9% | -22.0% | +23.9% | +4.0% |
| 3M | -4.0% | -43.0% | +39.0% | +0.8% |
| 6M | -39.1% | -27.7% | -11.4% | -38.5% |
| YTD | -38.8% | -10.5% | -28.3% | -40.3% |
| 1Y | -49.6% | +12.5% | -62.1% | -52.8% |
| 3Y | -59.0% | +153.8% | -212.8% | -68.4% |
| 5Y | -61.8% | +288.0% | -349.8% | -73.8% |
| All | +61.4% | +900.0% | -838.6% | -8.0% |
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