-61.2%
ZTS vs FE
+42.2%
-103.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.4% | -1.9% | -2.7% |
| 7D | -0.4% | -1.0% | +0.6% | +0.1% |
| 30D | +11.7% | +4.1% | +7.6% | +10.0% |
| 3M | +3.5% | -1.0% | +4.5% | +3.7% |
| 6M | -27.6% | +4.0% | -31.6% | -29.0% |
| YTD | -35.5% | +6.8% | -42.3% | -37.6% |
| 1Y | -32.1% | +5.3% | -37.4% | -33.9% |
| 3Y | -49.1% | +44.6% | -93.7% | -57.4% |
| All | -61.2% | +42.2% | -103.4% | -67.4% |
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