-48.0%
ZTS vs FN
+96.4%
-144.4%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -7.3% | +8.3% | +1.0% |
| 7D | +5.6% | +0.3% | +5.3% | +5.6% |
| 30D | +12.1% | -16.5% | +28.6% | +12.1% |
| 3M | +11.3% | -42.1% | +53.4% | +11.4% |
| 6M | +14.3% | -52.9% | +67.2% | +15.1% |
| YTD | -31.9% | -28.0% | -3.9% | -32.2% |
| 1Y | -29.3% | -18.5% | -10.8% | -30.0% |
| 3Y | -48.0% | +93.9% | -141.9% | -54.7% |
| All | -48.0% | +96.4% | -144.4% | -54.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling