-59.0%
ZTS vs FDS
-32.7%
-26.2%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.4% | +3.1% | +0.2% |
| 7D | -3.8% | -8.8% | +5.0% | -2.4% |
| 30D | -2.0% | -1.4% | -0.7% | -1.9% |
| 3M | -10.2% | +13.9% | -24.1% | -12.0% |
| 6M | -39.4% | +27.4% | -66.8% | -42.1% |
| YTD | -40.8% | -2.5% | -38.4% | -39.7% |
| 1Y | -50.1% | -23.8% | -26.3% | -45.2% |
| All | -59.0% | -32.7% | -26.2% | -52.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling