+77.0%
ZTS vs FN
+772.0%
-694.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.8% | +4.9% | +0.6% |
| 7D | -0.6% | -4.1% | +3.4% | -0.4% |
| 30D | +11.0% | -28.3% | +39.3% | +13.9% |
| 3M | +10.9% | -33.9% | +44.8% | +14.1% |
| 6M | +0.9% | -43.9% | +44.8% | +4.3% |
| YTD | -33.0% | -23.4% | -9.5% | -34.2% |
| 1Y | -29.6% | -25.4% | -4.2% | -30.9% |
| 3Y | -49.0% | +107.9% | -156.9% | -60.0% |
| 5Y | -59.5% | +195.1% | -254.6% | -71.3% |
| 10Y | +77.0% | +794.1% | -717.1% | +3.1% |
| All | +77.0% | +772.0% | -694.9% | +3.1% |
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