-32.1%
ZTS vs FN
-33.3%
+1.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +11.7% | -15.0% | -2.8% |
| 7D | -0.4% | 0.0% | -0.4% | -0.2% |
| 30D | +11.7% | -34.3% | +46.0% | +10.2% |
| 3M | +3.5% | -39.9% | +43.3% | +2.0% |
| 6M | -27.6% | -51.8% | +24.2% | -27.8% |
| YTD | -35.5% | -28.1% | -7.3% | -35.6% |
| 1Y | -32.1% | -29.1% | -3.0% | -32.6% |
| All | -32.1% | -33.3% | +1.2% | -32.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling