-52.0%
FIG vs ZTS
-29.2%
-22.8%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.0% | +1.8% | +2.6% |
| 7D | +3.4% | +5.6% | -2.2% | +2.1% |
| 30D | -9.5% | +12.1% | -21.5% | -10.0% |
| 3M | -26.2% | +11.3% | -37.5% | -26.7% |
| 6M | +2.7% | +14.3% | -11.6% | +1.3% |
| YTD | -48.0% | -31.9% | -16.1% | -45.5% |
| 1Y | -52.0% | -29.3% | -22.8% | -50.0% |
| All | -52.0% | -29.2% | -22.8% | -50.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling