-83.9%
FIG vs ZTS
-42.8%
-41.0%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.2% | -4.1% | -4.0% |
| 7D | -11.4% | -0.6% | -10.8% | -10.7% |
| 30D | -17.2% | +11.0% | -28.2% | -17.5% |
| 3M | -26.6% | +10.9% | -37.6% | -27.0% |
| 6M | -9.8% | +0.9% | -10.8% | -10.3% |
| YTD | -50.1% | -33.0% | -17.2% | -48.6% |
| 1Y | -58.1% | -29.6% | -28.4% | -57.1% |
| All | -83.9% | -42.8% | -41.0% | -82.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling