+199.5%
ZTS vs FN
+1,880.9%
-1,681.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -14.2% | +6.3% | -6.6% |
| 7D | +4.9% | -16.0% | +20.9% | +6.4% |
| 30D | +15.9% | -40.1% | +56.0% | +21.3% |
| 3M | +11.1% | -43.9% | +55.0% | +16.2% |
| 6M | -26.0% | -55.6% | +29.6% | -21.3% |
| YTD | -33.3% | -35.7% | +2.4% | -33.2% |
| 1Y | -30.3% | -39.8% | +9.5% | -29.9% |
| 3Y | -47.0% | +80.3% | -127.3% | -57.1% |
| 5Y | -59.7% | +143.3% | -203.0% | -69.8% |
| 10Y | +80.3% | +682.3% | -602.0% | +11.3% |
| All | +199.5% | +1,880.9% | -1,681.4% | +68.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling