-80.3%
FIG vs ZTS
-49.3%
-31.0%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -3.0% | -2.7% | -5.4% |
| 7D | -16.4% | -4.8% | -11.6% | -16.0% |
| 30D | -2.3% | +1.2% | -3.6% | -2.5% |
| 3M | +7.8% | -6.0% | +13.8% | +7.8% |
| 6M | -21.8% | -38.7% | +16.9% | -19.4% |
| YTD | -39.1% | -40.6% | +1.5% | -37.0% |
| 1Y | -56.6% | -50.6% | -6.0% | -56.4% |
| All | -80.3% | -49.3% | -31.0% | -79.1% |
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