-58.7%
ZTS vs FE
+47.0%
-105.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | 0.0% | +0.6% |
| 7D | +5.6% | +1.2% | +4.3% | +5.0% |
| 30D | +12.1% | +4.5% | +7.5% | +10.1% |
| 3M | +11.3% | +1.3% | +9.9% | +10.6% |
| 6M | +14.3% | +8.7% | +5.7% | +10.1% |
| YTD | -31.9% | +9.2% | -41.1% | -34.7% |
| 1Y | -29.3% | +7.0% | -36.2% | -31.6% |
| 3Y | -48.0% | +51.4% | -99.4% | -57.5% |
| All | -58.7% | +47.0% | -105.8% | -65.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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