+201.1%
ZTS vs FDS
+319.1%
-117.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.7% | -2.6% | -0.9% |
| 7D | -7.4% | -2.1% | -5.3% | -6.7% |
| 30D | +9.9% | +16.0% | -6.1% | +4.0% |
| 3M | +10.3% | +18.8% | -8.5% | +2.9% |
| 6M | +9.2% | +54.1% | -44.9% | -9.7% |
| YTD | -32.9% | +17.0% | -49.9% | -39.0% |
| 1Y | -29.7% | +25.5% | -55.2% | -38.4% |
| 3Y | -49.0% | -23.3% | -25.7% | -45.0% |
| 5Y | -59.3% | -22.6% | -36.7% | -56.8% |
| 10Y | +78.9% | +130.2% | -51.3% | +15.0% |
| All | +201.1% | +319.1% | -117.9% | +72.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling