+69.3%
FERG vs ZTS
-63.0%
+132.3%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.0% | -1.2% |
| 7D | +0.9% | -3.8% | +4.7% | +2.3% |
| 30D | -15.1% | -2.0% | -13.0% | -14.6% |
| 3M | -4.8% | -10.2% | +5.4% | -1.5% |
| 6M | -2.5% | -39.4% | +36.9% | +16.1% |
| YTD | +1.8% | -40.8% | +42.6% | +22.3% |
| 1Y | -0.3% | -50.1% | +49.8% | +27.7% |
| 3Y | +52.9% | -58.9% | +111.8% | +108.8% |
| 5Y | +69.3% | -62.4% | +131.7% | +126.3% |
| All | +69.3% | -63.0% | +132.3% | +126.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ZTS.
Daily Out/Under-Performance
Portfolio return minus ZTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZTS 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 ZTS 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