+74.2%
ZTS vs FN
+753.0%
-678.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +11.7% | -15.0% | -4.4% |
| 7D | -0.4% | 0.0% | -0.4% | -0.7% |
| 30D | +11.7% | -34.3% | +46.0% | +15.7% |
| 3M | +3.5% | -39.9% | +43.3% | +7.4% |
| 6M | -27.6% | -51.8% | +24.2% | -23.7% |
| YTD | -35.5% | -28.1% | -7.3% | -36.2% |
| 1Y | -32.1% | -29.1% | -3.0% | -33.1% |
| 3Y | -49.1% | +102.4% | -151.5% | -60.1% |
| 5Y | -61.0% | +171.7% | -232.7% | -72.1% |
| All | +74.2% | +753.0% | -678.8% | +2.0% |
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