-60.2%
ZTS vs FN
+206.7%
-266.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +11.9% | -8.2% | +3.2% |
| 7D | -1.0% | +16.3% | -17.3% | -1.8% |
| 30D | +10.8% | -24.7% | +35.5% | +12.1% |
| 3M | +14.1% | -34.9% | +49.0% | +15.9% |
| 6M | +0.8% | -41.1% | +41.9% | +2.4% |
| YTD | -33.1% | -19.6% | -13.5% | -34.1% |
| 1Y | -30.0% | -18.5% | -11.5% | -31.4% |
| 3Y | -49.5% | +119.1% | -168.6% | -59.0% |
| 5Y | -60.2% | +206.9% | -267.2% | -71.9% |
| All | -60.2% | +206.7% | -266.9% | -71.9% |
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