-49.1%
ZTS vs FN
+101.0%
-150.1%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +11.7% | -15.0% | -3.2% |
| 7D | -0.4% | 0.0% | -0.4% | -0.3% |
| 30D | +11.7% | -34.3% | +46.0% | +11.8% |
| 3M | +3.5% | -39.9% | +43.3% | +3.5% |
| 6M | -27.6% | -51.8% | +24.2% | -27.1% |
| YTD | -35.5% | -28.1% | -7.3% | -35.8% |
| 1Y | -32.1% | -29.1% | -3.0% | -32.5% |
| 3Y | -49.1% | +102.4% | -151.5% | -56.4% |
| All | -49.1% | +101.0% | -150.1% | -56.4% |
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