+62.2%
ZTS vs FND
+57.9%
+4.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.2% | +3.2% | +1.5% |
| 7D | +5.6% | -6.8% | +12.4% | +7.2% |
| 30D | +12.1% | +8.0% | +4.1% | +10.1% |
| 3M | +11.3% | -18.9% | +30.2% | +16.2% |
| 6M | +14.3% | +4.7% | +9.6% | +11.7% |
| YTD | -31.9% | -21.6% | -10.3% | -29.6% |
| 1Y | -29.3% | -22.0% | -7.2% | -26.9% |
| 3Y | -48.0% | -40.4% | -7.6% | -45.0% |
| 5Y | -58.9% | -63.8% | +4.9% | -53.5% |
| All | +62.2% | +57.9% | +4.3% | +33.8% |
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