+40.2%
ZTS vs FND
+56.5%
-16.2%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.9% | -0.1% |
| 7D | -3.7% | -5.8% | +2.0% | -2.5% |
| 30D | -0.8% | -20.2% | +19.4% | +4.1% |
| 3M | -9.7% | -12.0% | +2.2% | -7.9% |
| 6M | -38.4% | -18.5% | -19.9% | -36.5% |
| YTD | -41.1% | -22.3% | -18.8% | -38.9% |
| 1Y | -50.6% | -47.6% | -3.0% | -44.3% |
| 3Y | -59.1% | -49.8% | -9.4% | -55.0% |
| 5Y | -62.7% | -63.0% | +0.3% | -58.0% |
| All | +40.2% | +56.5% | -16.2% | +16.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 10y: compounded portfolio wealth divided by compounded FND 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…
10y analysis · Full analysis span regression · 6 months rolling