-59.3%
ZTS vs FND
-60.6%
+1.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.9% | +0.3% |
| 7D | -7.4% | -4.4% | -3.0% | -6.4% |
| 30D | +9.9% | +14.5% | -4.6% | +6.4% |
| 3M | +10.3% | -15.6% | +25.9% | +14.3% |
| 6M | +9.2% | +4.7% | +4.5% | +6.4% |
| YTD | -32.9% | -16.1% | -16.8% | -31.7% |
| 1Y | -29.7% | -16.0% | -13.7% | -28.5% |
| 3Y | -49.0% | -35.5% | -13.5% | -47.3% |
| 5Y | -59.3% | -60.5% | +1.2% | -53.4% |
| All | -59.3% | -60.6% | +1.3% | -53.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling