-62.8%
ZTS vs FDS
-20.4%
-42.4%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -4.3% | +1.3% | -1.8% |
| 7D | -4.8% | -5.4% | +0.6% | -3.3% |
| 30D | +1.2% | +1.6% | -0.3% | +0.7% |
| 3M | -6.0% | +17.7% | -23.8% | -10.9% |
| 6M | -38.7% | +29.1% | -67.8% | -44.3% |
| YTD | -40.6% | +1.0% | -41.6% | -40.9% |
| 1Y | -50.6% | -21.6% | -29.0% | -45.1% |
| 3Y | -58.7% | -30.1% | -28.6% | -52.7% |
| 5Y | -62.8% | -20.7% | -42.1% | -57.6% |
| All | -62.8% | -20.4% | -42.4% | -57.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling