-59.7%
ZTS vs FN
+148.3%
-208.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -14.2% | +6.3% | -7.3% |
| 7D | +4.9% | -16.0% | +20.9% | +5.6% |
| 30D | +15.9% | -40.1% | +56.0% | +18.4% |
| 3M | +11.1% | -43.9% | +55.0% | +13.5% |
| 6M | -26.0% | -55.6% | +29.6% | -23.5% |
| YTD | -33.3% | -35.7% | +2.4% | -33.6% |
| 1Y | -30.3% | -39.8% | +9.5% | -30.5% |
| 3Y | -47.0% | +80.3% | -127.3% | -56.8% |
| 5Y | -59.7% | +143.3% | -203.0% | -71.2% |
| All | -59.7% | +148.3% | -208.0% | -71.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling