-49.9%
ZTS vs FDS
-21.1%
-28.9%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -4.3% | +1.3% | -2.7% |
| 7D | -4.8% | -5.4% | +0.6% | -4.5% |
| 30D | +1.2% | +1.6% | -0.3% | +1.1% |
| 3M | -6.0% | +17.7% | -23.8% | -6.6% |
| 6M | -38.7% | +29.1% | -67.8% | -39.2% |
| YTD | -40.6% | +1.0% | -41.6% | -40.0% |
| All | -49.9% | -21.1% | -28.9% | -48.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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